+53.1%
RGTI vs EFA
+59.3%
-6.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +1.1% |
| 7D | -0.1% | -2.4% | +2.2% | +4.6% |
| 30D | -16.2% | -2.2% | -13.9% | -12.0% |
| 3M | -22.0% | +5.7% | -27.7% | -28.8% |
| 6M | -10.8% | +8.2% | -18.9% | -20.3% |
| YTD | -31.6% | +11.8% | -43.3% | -42.0% |
| 1Y | -6.4% | +18.3% | -24.7% | -28.7% |
| 3Y | +665.7% | +64.9% | +600.7% | +256.8% |
| 5Y | +55.6% | +52.4% | +3.3% | -29.2% |
| All | +53.1% | +59.3% | -6.2% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling