+942.8%
RTX vs EFV
+258.8%
+684.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -5.2% | +1.5% | -6.7% | -6.2% |
| 30D | -9.4% | +1.7% | -11.1% | -10.6% |
| 3M | +12.3% | +8.6% | +3.6% | +5.2% |
| 6M | -3.1% | +11.7% | -14.8% | -11.3% |
| YTD | +10.7% | +19.3% | -8.6% | -3.8% |
| 1Y | +28.4% | +30.2% | -1.8% | +4.3% |
| 3Y | +147.1% | +91.6% | +55.5% | +46.2% |
| 5Y | +167.2% | +96.4% | +70.9% | +53.3% |
| 10Y | +274.7% | +166.5% | +108.2% | +75.0% |
| All | +942.8% | +258.8% | +684.0% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling