+93.9%
FTV vs RNG
+276.1%
-182.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.4% |
| 7D | -4.5% | +5.8% | -10.3% | -5.2% |
| 30D | -7.1% | +19.6% | -26.7% | -9.4% |
| 3M | -7.2% | +67.0% | -74.2% | -14.1% |
| 6M | -1.5% | +88.4% | -89.9% | -11.1% |
| YTD | +3.5% | +155.5% | -152.0% | -11.5% |
| 1Y | +20.3% | +141.7% | -121.3% | +3.4% |
| 3Y | -3.1% | +131.1% | -134.2% | -18.5% |
| 5Y | +2.3% | -70.6% | +72.9% | +4.5% |
| 10Y | +76.3% | +228.2% | -151.9% | +12.2% |
| All | +93.9% | +276.1% | -182.1% | +15.7% |
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