+269.0%
RTX vs ED
+141.1%
+127.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.4% | -0.9% | +2.4% | +1.8% |
| 30D | +7.8% | +11.2% | -3.3% | +3.5% |
| 3M | -9.8% | +11.8% | -21.6% | -13.6% |
| 6M | +13.5% | +14.1% | -0.5% | +7.7% |
| YTD | +10.9% | +23.0% | -12.0% | +2.0% |
| 1Y | +14.0% | +23.7% | -9.7% | +4.5% |
| 3Y | +159.9% | +47.7% | +112.2% | +118.1% |
| 5Y | +151.7% | +82.6% | +69.0% | +90.7% |
| 10Y | +269.0% | +141.8% | +127.2% | +162.0% |
| All | +269.0% | +141.1% | +127.9% | +162.0% |
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