+267.0%
RTX vs ED
+143.7%
+123.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +3.4% | -1.7% | +5.1% | +4.1% |
| 30D | +8.4% | +10.7% | -2.3% | +4.2% |
| 3M | -10.7% | +11.6% | -22.3% | -14.4% |
| 6M | +11.7% | +13.5% | -1.8% | +6.1% |
| YTD | +9.3% | +23.1% | -13.8% | +0.5% |
| 1Y | +13.3% | +23.1% | -9.8% | +4.1% |
| 3Y | +156.1% | +47.9% | +108.2% | +114.8% |
| 5Y | +148.5% | +83.9% | +64.7% | +87.8% |
| All | +267.0% | +143.7% | +123.3% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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