+1,230.1%
VRT vs RGTI
+59.7%
+1,170.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +3.2% |
| 7D | +13.6% | +5.5% | +8.1% | +12.9% |
| 30D | +6.8% | -11.9% | +18.6% | +8.3% |
| 3M | -3.2% | -27.4% | +24.1% | +0.2% |
| 6M | +20.3% | -7.1% | +27.4% | +19.6% |
| YTD | +79.6% | -28.6% | +108.2% | +82.9% |
| 1Y | +139.0% | +4.4% | +134.6% | +129.1% |
| 3Y | +644.6% | +698.5% | -53.9% | +361.5% |
| 5Y | +1,024.4% | +64.2% | +960.2% | +1,033.8% |
| All | +1,230.1% | +59.7% | +1,170.4% | +1,222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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