+0.7%
FPS vs RNG
+171.0%
-170.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.9% |
| 7D | -4.6% | -9.6% | +5.0% | -5.6% |
| 30D | -22.6% | +8.8% | -31.4% | -21.7% |
| 3M | -45.1% | +78.6% | -123.7% | -41.5% |
| 6M | -17.8% | +70.3% | -88.1% | -12.6% |
| All | +0.7% | +171.0% | -170.3% | +8.2% |
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