+652.2%
RGTI vs EFA
+65.2%
+587.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -1.8% |
| 7D | +0.5% | -1.5% | +2.0% | +4.4% |
| 30D | -17.1% | -1.7% | -15.4% | -13.1% |
| 3M | -26.0% | +3.5% | -29.5% | -31.0% |
| 6M | -9.9% | +9.5% | -19.3% | -25.3% |
| YTD | -31.1% | +12.9% | -43.9% | -47.0% |
| 1Y | -8.5% | +18.2% | -26.7% | -37.8% |
| 3Y | +652.2% | +64.8% | +587.4% | +85.1% |
| All | +652.2% | +65.2% | +587.1% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling