+125.7%
EEM vs RTX
+286.9%
-161.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -0.7% | -2.0% | +1.3% | -0.1% |
| 30D | +2.4% | -11.2% | +13.6% | +6.0% |
| 3M | +4.2% | +12.0% | -7.9% | -0.1% |
| 6M | +14.8% | -3.6% | +18.3% | +15.3% |
| YTD | +23.1% | +9.2% | +13.9% | +18.6% |
| 1Y | +32.5% | +29.7% | +2.8% | +20.5% |
| 3Y | +85.9% | +152.0% | -66.1% | +32.4% |
| 5Y | +43.6% | +165.8% | -122.2% | -2.0% |
| All | +125.7% | +286.9% | -161.2% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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