+56.7%
FND vs RNG
+139.9%
-83.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.8% |
| 7D | -5.2% | +5.8% | -11.0% | -6.8% |
| 30D | -19.9% | +19.6% | -39.5% | -24.0% |
| 3M | +2.7% | +67.0% | -64.3% | -12.6% |
| 6M | -21.7% | +88.4% | -110.0% | -36.9% |
| YTD | -17.5% | +155.5% | -173.0% | -40.9% |
| 1Y | -39.3% | +141.7% | -181.0% | -56.0% |
| 3Y | -49.8% | +131.1% | -180.8% | -64.9% |
| 5Y | -60.1% | -70.6% | +10.5% | -55.7% |
| All | +56.7% | +139.9% | -83.2% | +8.3% |
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