+55.0%
RGTI vs VSXY
+37.5%
+17.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.1% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | -17.1% | -18.7% | +1.6% | -12.9% |
| 3M | -26.0% | -4.0% | -22.0% | -26.3% |
| 6M | -9.9% | +67.5% | -77.3% | -25.5% |
| YTD | -31.1% | +39.7% | -70.7% | -40.5% |
| 1Y | -8.5% | +180.0% | -188.5% | -37.3% |
| 3Y | +652.2% | +337.3% | +314.9% | +327.3% |
| 5Y | +56.8% | +22.7% | +34.1% | +21.2% |
| All | +55.0% | +37.5% | +17.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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