+267.4%
RTX vs EFX
+80.5%
+186.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +4.8% | -0.8% | +5.6% | +5.0% |
| 30D | +6.5% | +25.1% | -18.6% | -0.2% |
| 3M | -9.6% | +1.7% | -11.3% | -10.6% |
| 6M | +12.3% | +18.4% | -6.0% | +5.6% |
| YTD | +9.5% | -12.5% | +22.0% | +11.1% |
| 1Y | +15.8% | -8.1% | +23.9% | +15.7% |
| 3Y | +157.0% | +4.8% | +152.2% | +132.8% |
| 5Y | +148.8% | -30.1% | +178.9% | +155.9% |
| All | +267.4% | +80.5% | +186.9% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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