+53.1%
RGTI vs FTI
+999.2%
-946.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.2% |
| 7D | -0.1% | -5.6% | +5.5% | +1.4% |
| 30D | -16.2% | +0.4% | -16.6% | -16.3% |
| 3M | -22.0% | +8.1% | -30.2% | -24.0% |
| 6M | -10.8% | +16.7% | -27.5% | -15.4% |
| YTD | -31.6% | +70.0% | -101.5% | -41.5% |
| 1Y | -6.4% | +85.4% | -91.8% | -22.0% |
| 3Y | +665.7% | +265.9% | +399.7% | +416.6% |
| 5Y | +55.6% | +1,072.7% | -1,017.1% | -13.4% |
| All | +53.1% | +999.2% | -946.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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