+266.8%
FTI vs RNG
+120.1%
+146.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -5.6% | -9.6% | +4.0% | -4.9% |
| 30D | +0.4% | +8.8% | -8.4% | -0.3% |
| 3M | +8.1% | +78.6% | -70.5% | +2.6% |
| 6M | +16.7% | +70.3% | -53.6% | +10.6% |
| YTD | +70.0% | +140.3% | -70.4% | +53.0% |
| 1Y | +85.4% | +126.6% | -41.2% | +67.7% |
| All | +266.8% | +120.1% | +146.7% | +221.0% |
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 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