+131.3%
FTV vs RNG
+287.0%
-155.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +3.9% | +4.6% | -0.7% | +3.3% |
| 30D | +18.7% | +0.4% | +18.2% | +18.4% |
| 3M | +10.0% | +11.4% | -1.4% | +8.0% |
| 6M | +14.6% | +95.7% | -81.1% | +3.1% |
| YTD | +23.4% | +162.9% | -139.5% | +4.9% |
| 1Y | +31.3% | +180.3% | -149.0% | +10.5% |
| 3Y | +39.8% | +188.3% | -148.5% | +14.1% |
| 5Y | +17.7% | -72.5% | +90.2% | +21.1% |
| 10Y | +110.2% | +236.7% | -126.4% | +33.4% |
| All | +131.3% | +287.0% | -155.7% | +37.1% |
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