+8.1%
FPS vs RNG
+188.1%
-180.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.3% | +2.0% |
| 7D | +3.1% | +5.8% | -2.7% | +3.8% |
| 30D | -18.6% | +19.6% | -38.2% | -16.8% |
| 3M | -51.5% | +67.0% | -118.5% | -47.9% |
| 6M | -8.5% | +88.4% | -96.9% | -1.9% |
| All | +8.1% | +188.1% | -180.0% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling