+54.2%
RGTI vs FN
+363.3%
-309.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.6% |
| 7D | +0.5% | +1.8% | -1.3% | -0.4% |
| 30D | -17.1% | -27.5% | +10.4% | -4.2% |
| 3M | -26.0% | -28.8% | +2.8% | -14.3% |
| 6M | -9.9% | -20.9% | +11.1% | -1.8% |
| YTD | -31.1% | -8.9% | -22.1% | -31.8% |
| 1Y | -8.5% | +14.5% | -23.0% | -19.0% |
| 3Y | +652.2% | +172.6% | +479.6% | +310.9% |
| 5Y | +56.8% | +300.6% | -243.8% | -29.8% |
| All | +54.2% | +363.3% | -309.1% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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