+1,383.5%
RTX vs EFA
+375.7%
+1,007.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | +4.8% | +2.2% | +2.5% | +2.9% |
| 30D | +6.5% | +1.4% | +5.1% | +5.2% |
| 3M | -9.6% | -4.2% | -5.5% | -6.8% |
| 6M | +12.3% | +1.9% | +10.4% | +10.0% |
| YTD | +9.5% | +10.2% | -0.7% | +0.1% |
| 1Y | +15.8% | +12.8% | +3.1% | +4.0% |
| 3Y | +157.0% | +65.2% | +91.8% | +65.9% |
| 5Y | +148.8% | +49.8% | +99.0% | +71.3% |
| 10Y | +264.0% | +145.2% | +118.9% | +73.6% |
| All | +1,383.5% | +375.7% | +1,007.8% | +290.2% |
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