+995.4%
TER vs RNG
+234.5%
+761.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.2% |
| 7D | +14.4% | +4.6% | +9.8% | +13.2% |
| 30D | -30.6% | +0.4% | -31.0% | -30.5% |
| 3M | -39.2% | +11.4% | -50.6% | -40.9% |
| 6M | -31.3% | +95.7% | -127.0% | -43.8% |
| YTD | +29.1% | +162.9% | -133.8% | -7.4% |
| 1Y | +47.4% | +180.3% | -132.8% | +3.7% |
| 3Y | +191.2% | +188.3% | +2.9% | +92.8% |
| 5Y | +74.0% | -72.5% | +146.5% | +106.3% |
| All | +995.4% | +234.5% | +761.0% | +438.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling