+153.4%
EWY vs RTX
+161.3%
-7.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +6.7% | -1.6% | +8.3% | +7.0% |
| 30D | +17.0% | -11.6% | +28.5% | +19.8% |
| 3M | +3.7% | +9.2% | -5.5% | +0.8% |
| 6M | +42.5% | -4.4% | +46.9% | +43.2% |
| YTD | +96.2% | +8.9% | +87.4% | +91.5% |
| 1Y | +160.4% | +32.1% | +128.3% | +142.8% |
| 3Y | +231.7% | +151.2% | +80.4% | +159.3% |
| All | +153.4% | +161.3% | -7.9% | +85.0% |
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