+57.0%
RGTI vs FN
+296.8%
-239.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | +2.5% | +5.8% | -3.3% | -0.4% |
| 30D | -13.7% | -20.6% | +7.0% | -4.5% |
| 3M | -22.6% | -28.6% | +6.0% | -10.2% |
| 6M | -13.4% | -20.7% | +7.3% | -5.8% |
| YTD | -31.2% | -8.1% | -23.1% | -32.4% |
| 1Y | -7.6% | +13.3% | -21.0% | -18.4% |
| 3Y | +669.7% | +175.7% | +494.0% | +303.7% |
| 5Y | +57.0% | +297.4% | -240.4% | -33.5% |
| All | +57.0% | +296.8% | -239.8% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling