+56.8%
RGTI vs EWT
+149.5%
-92.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | -2.0% |
| 7D | +0.5% | -1.1% | +1.6% | +2.0% |
| 30D | -17.1% | +4.5% | -21.6% | -22.6% |
| 3M | -26.0% | +8.3% | -34.2% | -34.1% |
| 6M | -9.9% | +54.2% | -64.1% | -52.6% |
| YTD | -31.1% | +74.6% | -105.6% | -70.0% |
| 1Y | -8.5% | +84.9% | -93.4% | -63.3% |
| 3Y | +652.2% | +197.5% | +454.7% | +61.9% |
| All | +56.8% | +149.5% | -92.7% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 5y: compounded portfolio wealth divided by compounded EWT 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…
5y analysis · Full analysis span regression · 6 months rolling