+280.0%
RTX vs EFV
+167.0%
+113.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.6% |
| 7D | -2.0% | -2.0% | 0.0% | -0.2% |
| 30D | -11.2% | -0.2% | -11.0% | -11.1% |
| 3M | +12.0% | +9.1% | +2.9% | +3.1% |
| 6M | -3.6% | +11.7% | -15.3% | -13.4% |
| YTD | +9.2% | +17.0% | -7.8% | -6.4% |
| 1Y | +29.7% | +26.7% | +3.0% | +3.1% |
| 3Y | +152.0% | +90.2% | +61.8% | +31.0% |
| 5Y | +165.8% | +96.1% | +69.7% | +31.2% |
| All | +280.0% | +167.0% | +113.0% | +42.7% |
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