+1,400.0%
RTX vs EFA
+394.8%
+1,005.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -5.2% | +0.6% | -5.7% | -5.6% |
| 30D | -9.4% | +0.9% | -10.2% | -10.1% |
| 3M | +12.3% | +4.9% | +7.4% | +7.7% |
| 6M | -3.1% | +8.6% | -11.7% | -9.9% |
| YTD | +10.7% | +14.6% | -3.9% | -1.7% |
| 1Y | +28.4% | +22.6% | +5.8% | +7.9% |
| 3Y | +147.1% | +66.5% | +80.5% | +58.6% |
| 5Y | +167.2% | +54.5% | +112.7% | +79.7% |
| 10Y | +274.7% | +144.8% | +129.9% | +79.0% |
| All | +1,400.0% | +394.8% | +1,005.2% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling