+53.1%
RGTI vs EWZ
+62.5%
-9.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.5% |
| 7D | -0.1% | +1.1% | -1.3% | -1.0% |
| 30D | -16.2% | +13.5% | -29.7% | -24.2% |
| 3M | -22.0% | +15.2% | -37.3% | -30.3% |
| 6M | -10.8% | +3.7% | -14.5% | -12.4% |
| YTD | -31.6% | +22.5% | -54.1% | -40.6% |
| 1Y | -6.4% | +35.3% | -41.6% | -24.4% |
| 3Y | +665.7% | +50.2% | +615.5% | +481.4% |
| 5Y | +55.6% | +64.6% | -8.9% | +14.1% |
| All | +53.1% | +62.5% | -9.4% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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