+53.1%
RGTI vs EFV
+99.3%
-46.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | 0.0% |
| 7D | -0.1% | -2.0% | +1.9% | +3.4% |
| 30D | -16.2% | -0.2% | -16.0% | -15.8% |
| 3M | -22.0% | +9.1% | -31.2% | -32.2% |
| 6M | -10.8% | +11.7% | -22.5% | -24.0% |
| YTD | -31.6% | +17.0% | -48.6% | -45.7% |
| 1Y | -6.4% | +26.7% | -33.1% | -35.2% |
| 3Y | +665.7% | +90.2% | +575.5% | +194.6% |
| 5Y | +55.6% | +96.1% | -40.4% | -46.2% |
| All | +53.1% | +99.3% | -46.2% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling