+53.1%
RGTI vs EFX
-19.5%
+72.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -11.1% | +11.0% | +7.6% |
| 30D | -16.2% | -7.4% | -8.8% | -12.9% |
| 3M | -22.0% | +1.5% | -23.5% | -27.0% |
| 6M | -10.8% | -13.7% | +2.9% | -6.4% |
| YTD | -31.6% | -21.9% | -9.7% | -24.1% |
| 1Y | -6.4% | -30.8% | +24.4% | +11.6% |
| 3Y | +665.7% | -12.4% | +678.0% | +679.0% |
| 5Y | +55.6% | -35.9% | +91.6% | +72.3% |
| All | +53.1% | -19.5% | +72.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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