+107.3%
FTI vs RNG
+309.1%
-201.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.4% | +2.3% | -1.6% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +12.3% | +11.4% | +0.9% | +11.0% |
| 3M | +13.8% | +72.1% | -58.3% | +6.7% |
| 6M | +24.3% | +67.9% | -43.7% | +16.1% |
| YTD | +75.8% | +144.3% | -68.6% | +55.8% |
| 1Y | +99.6% | +117.5% | -17.9% | +78.7% |
| 3Y | +278.4% | +123.9% | +154.5% | +229.5% |
| 5Y | +1,168.7% | -70.1% | +1,238.8% | +1,227.2% |
| 10Y | +297.5% | +215.9% | +81.6% | +162.7% |
| All | +107.3% | +309.1% | -201.7% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling