+275.2%
RTX vs ED
+104.2%
+171.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -10.6% | +1.1% | -11.7% | -11.0% |
| 3M | +11.6% | +4.6% | +7.0% | +9.6% |
| 6M | -4.5% | -2.0% | -2.5% | -4.0% |
| YTD | +9.6% | +11.7% | -2.1% | +4.7% |
| 1Y | +30.8% | +15.7% | +15.1% | +23.1% |
| 3Y | +152.8% | +34.4% | +118.5% | +120.3% |
| 5Y | +167.1% | +67.3% | +99.8% | +109.9% |
| 10Y | +275.2% | +104.0% | +171.1% | +182.2% |
| All | +275.2% | +104.2% | +171.0% | +182.2% |
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