+47.7%
FND vs RNG
+125.3%
-77.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -5.8% | -6.1% | +0.3% | -4.1% |
| 30D | -20.2% | +9.6% | -29.8% | -22.4% |
| 3M | -12.0% | +83.3% | -95.3% | -26.9% |
| 6M | -18.5% | +77.9% | -96.4% | -33.2% |
| YTD | -22.3% | +139.9% | -162.2% | -43.3% |
| 1Y | -47.6% | +121.7% | -169.3% | -61.1% |
| 3Y | -49.8% | +121.9% | -171.6% | -64.5% |
| 5Y | -63.0% | -68.4% | +5.4% | -59.5% |
| All | +47.7% | +125.3% | -77.6% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling