+53.1%
RGTI vs FTV
+0.4%
+52.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +1.9% |
| 7D | -0.1% | -5.2% | +5.1% | +5.5% |
| 30D | -16.2% | -11.5% | -4.7% | -5.1% |
| 3M | -22.0% | -9.0% | -13.0% | -15.7% |
| 6M | -10.8% | -2.0% | -8.7% | -12.7% |
| YTD | -31.6% | -0.9% | -30.6% | -35.9% |
| 1Y | -6.4% | +14.8% | -21.2% | -28.1% |
| 3Y | +665.7% | -5.5% | +671.2% | +702.4% |
| 5Y | +55.6% | -1.9% | +57.5% | +38.9% |
| All | +53.1% | +0.4% | +52.7% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling