+280.0%
RTX vs EFX
+41.8%
+238.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.0% | -11.1% | +9.1% | +1.1% |
| 30D | -11.2% | -7.4% | -3.8% | -9.5% |
| 3M | +12.0% | +1.5% | +10.6% | +10.6% |
| 6M | -3.6% | -13.7% | +10.1% | -0.7% |
| YTD | +9.2% | -21.9% | +31.1% | +14.8% |
| 1Y | +29.7% | -30.8% | +60.5% | +41.1% |
| 3Y | +152.0% | -12.4% | +164.3% | +141.8% |
| 5Y | +165.8% | -35.9% | +201.7% | +178.8% |
| All | +280.0% | +41.8% | +238.3% | +179.4% |
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