+54.2%
RGTI vs VSH
+43.0%
+11.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -4.0% |
| 7D | +0.5% | +4.8% | -4.3% | -3.4% |
| 30D | -17.1% | -0.7% | -16.4% | -17.0% |
| 3M | -26.0% | -43.1% | +17.1% | +10.5% |
| 6M | -9.9% | +91.8% | -101.6% | -51.5% |
| YTD | -31.1% | +131.6% | -162.7% | -69.2% |
| 1Y | -8.5% | +118.1% | -126.6% | -57.0% |
| 3Y | +652.2% | +40.9% | +611.3% | +405.4% |
| 5Y | +56.8% | +75.8% | -19.0% | -7.6% |
| All | +54.2% | +43.0% | +11.3% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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