+46.6%
EEM vs RTX
+165.2%
-118.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +2.0% | -1.6% | +3.6% | +2.3% |
| 30D | +5.1% | -11.6% | +16.6% | +7.2% |
| 3M | +4.6% | +9.2% | -4.6% | +2.5% |
| 6M | +17.8% | -4.4% | +22.2% | +18.3% |
| YTD | +25.8% | +8.9% | +16.9% | +23.2% |
| 1Y | +36.4% | +32.1% | +4.3% | +28.5% |
| 3Y | +90.0% | +151.2% | -61.2% | +54.8% |
| 5Y | +46.6% | +162.9% | -116.3% | +14.0% |
| All | +46.6% | +165.2% | -118.7% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling