+162.9%
RTX vs EFA
+53.1%
+109.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -11.6% | -1.3% | -10.2% | -11.0% |
| 3M | +9.2% | +5.2% | +4.0% | +6.1% |
| 6M | -4.4% | +9.4% | -13.8% | -9.0% |
| YTD | +8.9% | +12.7% | -3.8% | +1.8% |
| 1Y | +32.1% | +19.3% | +12.8% | +20.0% |
| 3Y | +151.2% | +66.3% | +84.9% | +88.3% |
| 5Y | +162.9% | +53.4% | +109.6% | +105.1% |
| All | +162.9% | +53.1% | +109.8% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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