+162.9%
RTX vs EFV
+95.4%
+67.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.3% |
| 30D | -11.6% | 0.0% | -11.6% | -11.6% |
| 3M | +9.2% | +8.4% | +0.7% | +4.3% |
| 6M | -4.4% | +12.3% | -16.8% | -10.5% |
| YTD | +8.9% | +17.4% | -8.5% | -0.6% |
| 1Y | +32.1% | +27.1% | +5.0% | +15.4% |
| 3Y | +151.2% | +90.7% | +60.5% | +72.4% |
| 5Y | +162.9% | +95.6% | +67.3% | +72.8% |
| All | +162.9% | +95.4% | +67.5% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling