+167.1%
RTX vs EFX
-35.1%
+202.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.5% |
| 7D | -3.1% | -7.8% | +4.7% | -2.0% |
| 30D | -10.6% | -5.7% | -4.8% | -9.9% |
| 3M | +11.6% | +2.5% | +9.1% | +10.8% |
| 6M | -4.5% | -16.7% | +12.2% | -2.4% |
| YTD | +9.6% | -20.2% | +29.8% | +12.5% |
| 1Y | +30.8% | -31.4% | +62.2% | +37.5% |
| 3Y | +152.8% | -10.5% | +163.3% | +147.4% |
| 5Y | +167.1% | -35.2% | +202.3% | +180.2% |
| All | +167.1% | -35.1% | +202.2% | +180.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling