+267.0%
RTX vs EFV
+162.4%
+104.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.3% |
| 7D | +3.4% | +0.7% | +2.7% | +2.7% |
| 30D | +8.4% | +2.0% | +6.4% | +6.3% |
| 3M | -10.7% | -1.6% | -9.0% | -9.6% |
| 6M | +11.7% | +5.8% | +6.0% | +5.5% |
| YTD | +9.3% | +15.6% | -6.3% | -5.5% |
| 1Y | +13.3% | +19.0% | -5.7% | -4.7% |
| 3Y | +156.1% | +90.7% | +65.5% | +32.6% |
| 5Y | +148.5% | +92.8% | +55.8% | +24.4% |
| All | +267.0% | +162.4% | +104.6% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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