+0.5%
FTV vs RNG
-69.9%
+70.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.1% |
| 7D | -1.3% | -4.1% | +2.8% | -0.7% |
| 30D | -9.5% | +8.6% | -18.2% | -10.7% |
| 3M | -10.9% | +78.0% | -88.9% | -18.7% |
| 6M | -0.6% | +67.0% | -67.7% | -9.4% |
| YTD | +1.4% | +142.4% | -141.0% | -13.8% |
| 1Y | +17.6% | +120.4% | -102.8% | +1.1% |
| 3Y | -3.3% | +122.1% | -125.4% | -19.6% |
| All | +0.5% | -69.9% | +70.3% | +0.5% |
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