+10,266.7%
RTX vs ED
+2,217.3%
+8,049.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -9.4% | -0.1% | -9.2% | -9.4% |
| 3M | +12.3% | +3.9% | +8.4% | +10.3% |
| 6M | -3.1% | -3.0% | -0.1% | -2.1% |
| YTD | +10.7% | +10.7% | 0.0% | +5.7% |
| 1Y | +28.4% | +13.3% | +15.1% | +21.3% |
| 3Y | +147.1% | +34.5% | +112.6% | +113.9% |
| 5Y | +167.2% | +67.1% | +100.1% | +108.6% |
| 10Y | +274.7% | +103.0% | +171.7% | +161.4% |
| All | +10,266.7% | +2,217.3% | +8,049.4% | +2,617.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling