+56.8%
RGTI vs FFIV
+101.9%
-45.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -2.3% |
| 7D | +0.5% | +5.4% | -5.0% | -4.7% |
| 30D | -17.1% | -2.7% | -14.4% | -15.4% |
| 3M | -26.0% | +4.5% | -30.5% | -29.0% |
| 6M | -9.9% | +42.2% | -52.1% | -35.1% |
| YTD | -31.1% | +61.3% | -92.4% | -56.0% |
| 1Y | -8.5% | +23.0% | -31.6% | -24.7% |
| 3Y | +652.2% | +156.3% | +496.0% | +233.9% |
| All | +56.8% | +101.9% | -45.1% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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