+53.1%
RGTI vs VMC
+47.2%
+5.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -0.1% | -3.7% | +3.6% | +2.9% |
| 30D | -16.2% | -12.8% | -3.4% | -6.4% |
| 3M | -22.0% | -7.9% | -14.1% | -18.4% |
| 6M | -10.8% | -7.5% | -3.3% | -8.1% |
| YTD | -31.6% | -11.6% | -19.9% | -27.6% |
| 1Y | -6.4% | -14.3% | +7.9% | +1.5% |
| 3Y | +665.7% | +18.5% | +647.2% | +550.4% |
| 5Y | +55.6% | +46.8% | +8.9% | +14.1% |
| All | +53.1% | +47.2% | +5.9% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling