+1,036.2%
FTI vs RNG
-68.4%
+1,104.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -4.4% | -6.1% | +1.7% | -3.9% |
| 30D | +1.5% | +9.6% | -8.1% | +0.7% |
| 3M | +8.2% | +83.3% | -75.1% | +2.4% |
| 6M | +18.8% | +77.9% | -59.1% | +12.2% |
| YTD | +71.7% | +139.9% | -68.2% | +56.1% |
| 1Y | +90.0% | +121.7% | -31.6% | +73.8% |
| 3Y | +270.5% | +121.9% | +148.6% | +231.1% |
| All | +1,036.2% | -68.4% | +1,104.5% | +981.4% |
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