-8.5%
RGTI vs EFV
+27.7%
-36.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -1.4% |
| 7D | +0.5% | -0.8% | +1.3% | +2.1% |
| 30D | -17.1% | +0.6% | -17.7% | -18.0% |
| 3M | -26.0% | +7.5% | -33.5% | -34.9% |
| 6M | -9.9% | +13.0% | -22.9% | -25.6% |
| YTD | -31.1% | +18.3% | -49.4% | -42.2% |
| 1Y | -8.5% | +26.7% | -35.2% | -25.5% |
| All | -8.5% | +27.7% | -36.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling