+54.2%
RGTI vs VYM
+83.4%
-29.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | -0.7% |
| 7D | +0.5% | -0.8% | +1.3% | +2.2% |
| 30D | -17.1% | -2.2% | -14.9% | -12.9% |
| 3M | -26.0% | +3.1% | -29.0% | -30.3% |
| 6M | -9.9% | +9.7% | -19.6% | -23.9% |
| YTD | -31.1% | +14.9% | -46.0% | -46.5% |
| 1Y | -8.5% | +17.6% | -26.1% | -31.3% |
| 3Y | +652.2% | +65.3% | +586.9% | +242.8% |
| 5Y | +56.8% | +78.7% | -21.9% | -28.0% |
| All | +54.2% | +83.4% | -29.2% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling