+162.9%
RTX vs BTG
+75.0%
+87.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | -11.6% | +9.5% | -21.0% | -12.3% |
| 3M | +9.2% | +38.5% | -29.3% | +5.8% |
| 6M | -4.4% | +5.6% | -10.1% | -5.6% |
| YTD | +8.9% | +23.9% | -15.0% | +5.4% |
| 1Y | +32.1% | +32.1% | 0.0% | +26.1% |
| 3Y | +151.2% | +103.2% | +48.0% | +124.6% |
| 5Y | +162.9% | +79.7% | +83.2% | +140.6% |
| All | +162.9% | +75.0% | +87.9% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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