-73.6%
RGTI vs VYM
+17.8%
-91.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -3.3% | -8.8% | -0.9% |
| 7D | -18.3% | -3.0% | -15.3% | -8.7% |
| 30D | -35.1% | +0.9% | -36.0% | -37.1% |
| 3M | -41.3% | -2.7% | -38.6% | -34.9% |
| 6M | -46.1% | +3.4% | -49.5% | -51.0% |
| YTD | -55.5% | +13.3% | -68.8% | -68.6% |
| 1Y | -73.6% | +17.0% | -90.6% | -83.7% |
| All | -73.6% | +17.8% | -91.4% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling