+54.2%
RGTI vs FTV
+0.8%
+53.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | +0.5% | -4.0% | +4.4% | +4.7% |
| 30D | -17.1% | -11.0% | -6.1% | -6.6% |
| 3M | -26.0% | -8.4% | -17.6% | -20.6% |
| 6M | -9.9% | -2.6% | -7.3% | -11.3% |
| YTD | -31.1% | -0.6% | -30.4% | -35.7% |
| 1Y | -8.5% | +11.0% | -19.5% | -26.5% |
| 3Y | +652.2% | -6.3% | +658.6% | +694.6% |
| 5Y | +56.8% | -1.5% | +58.3% | +39.4% |
| All | +54.2% | +0.8% | +53.5% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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