+98.5%
EWY vs RTX
+146.7%
-48.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.2% | +4.8% | -0.6% | +3.2% |
| 30D | -10.7% | +6.5% | -17.2% | -11.8% |
| 3M | -20.1% | -9.6% | -10.4% | -18.5% |
| 6M | -24.3% | +12.3% | -36.6% | -27.0% |
| YTD | +46.9% | +9.5% | +37.4% | +43.2% |
| 1Y | +55.2% | +15.8% | +39.3% | +49.3% |
| 3Y | +157.0% | +157.0% | 0.0% | +99.3% |
| All | +98.5% | +146.7% | -48.2% | +50.9% |
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