-75.0%
FRSH vs RNG
-68.9%
-6.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -6.6% | -6.1% | -0.5% | -3.8% |
| 30D | +2.1% | +9.6% | -7.5% | -2.0% |
| 3M | +29.0% | +83.3% | -54.4% | -3.6% |
| 6M | +48.6% | +77.9% | -29.3% | +11.9% |
| YTD | -2.9% | +139.9% | -142.9% | -38.7% |
| 1Y | -7.9% | +121.7% | -129.6% | -39.9% |
| 3Y | -46.5% | +121.9% | -168.4% | -67.7% |
| All | -75.0% | -68.9% | -6.1% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling