+54.2%
RGTI vs ELV
+17.8%
+36.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +0.5% | +3.2% | -2.7% | +0.5% |
| 30D | -17.1% | +5.4% | -22.5% | -17.0% |
| 3M | -26.0% | +5.4% | -31.3% | -25.9% |
| 6M | -9.9% | +45.7% | -55.6% | -9.9% |
| YTD | -31.1% | +21.2% | -52.3% | -31.1% |
| 1Y | -8.5% | +35.6% | -44.1% | -8.3% |
| 3Y | +652.2% | -2.0% | +654.2% | +671.5% |
| 5Y | +56.8% | +26.0% | +30.8% | +62.3% |
| All | +54.2% | +17.8% | +36.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling