+53.5%
RGTI vs FE
+59.3%
-5.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.5% | +1.9% | -4.4% | -2.7% |
| 30D | -9.4% | -1.2% | -8.3% | -9.3% |
| 3M | -37.1% | +3.5% | -40.6% | -37.5% |
| 6M | -14.4% | -6.1% | -8.4% | -13.8% |
| YTD | -31.4% | +7.6% | -39.0% | -32.5% |
| 1Y | +0.5% | +11.9% | -11.4% | -1.8% |
| 3Y | +726.1% | +48.4% | +677.7% | +639.9% |
| 5Y | +56.2% | +44.8% | +11.4% | +40.6% |
| All | +53.5% | +59.3% | -5.7% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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