+158.6%
RTX vs EFX
+4.3%
+154.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +7.7% | +29.1% | -21.4% | +5.2% |
| 3M | -10.3% | +4.3% | -14.6% | -10.9% |
| 6M | +14.6% | +7.7% | +6.9% | +13.4% |
| YTD | +10.4% | -12.5% | +22.8% | +11.2% |
| 1Y | +13.5% | -8.8% | +22.4% | +13.8% |
| 3Y | +158.6% | +4.3% | +154.2% | +172.0% |
| All | +158.6% | +4.3% | +154.2% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling