+2,070.1%
FN vs RNG
+328.0%
+1,742.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.7% | -5.5% | -4.9% |
| 7D | -4.1% | -6.0% | +1.9% | -3.1% |
| 30D | -28.3% | -7.4% | -21.0% | -27.3% |
| 3M | -33.9% | +14.6% | -48.5% | -35.6% |
| 6M | -43.9% | +61.5% | -105.4% | -49.4% |
| YTD | -23.4% | +155.7% | -179.1% | -38.5% |
| 1Y | -25.4% | +172.5% | -197.9% | -40.9% |
| 3Y | +107.9% | +168.0% | -60.1% | +59.8% |
| 5Y | +195.1% | -73.8% | +268.9% | +220.9% |
| 10Y | +794.1% | +240.3% | +553.8% | +414.3% |
| All | +2,070.1% | +328.0% | +1,742.1% | +1,074.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling