+54.2%
RGTI vs EMB
+9.6%
+44.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.9% |
| 7D | +0.5% | -1.2% | +1.7% | +3.8% |
| 30D | -17.1% | -1.3% | -15.8% | -14.2% |
| 3M | -26.0% | -1.8% | -24.2% | -21.6% |
| 6M | -9.9% | +0.2% | -10.1% | -7.8% |
| YTD | -31.1% | +0.4% | -31.4% | -29.9% |
| 1Y | -8.5% | +2.8% | -11.3% | -12.4% |
| 3Y | +652.2% | +29.1% | +623.1% | +359.7% |
| 5Y | +56.8% | +6.3% | +50.5% | +19.4% |
| All | +54.2% | +9.6% | +44.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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