+56.8%
RGTI vs VMC
+47.0%
+9.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | 0.0% |
| 7D | +0.5% | -3.8% | +4.2% | +3.8% |
| 30D | -17.1% | -9.7% | -7.4% | -9.5% |
| 3M | -26.0% | -9.6% | -16.4% | -21.0% |
| 6M | -9.9% | -4.8% | -5.0% | -9.6% |
| YTD | -31.1% | -10.9% | -20.2% | -27.5% |
| 1Y | -8.5% | -15.6% | +7.1% | +1.1% |
| 3Y | +652.2% | +19.3% | +632.9% | +520.3% |
| All | +56.8% | +47.0% | +9.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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