-50.3%
FND vs RNG
+120.1%
-170.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -5.1% | -9.6% | +4.5% | -3.0% |
| 30D | -22.5% | +8.8% | -31.3% | -24.1% |
| 3M | -5.0% | +78.6% | -83.6% | -17.3% |
| 6M | -21.5% | +70.3% | -91.8% | -32.0% |
| YTD | -23.0% | +140.3% | -163.4% | -40.7% |
| 1Y | -44.9% | +126.6% | -171.5% | -57.1% |
| All | -50.3% | +120.1% | -170.4% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling