+275.2%
RTX vs EL
+31.4%
+243.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -3.1% | +1.7% | -4.8% | -3.5% |
| 30D | -10.6% | +15.5% | -26.1% | -13.9% |
| 3M | +11.6% | +20.6% | -8.9% | +6.1% |
| 6M | -4.5% | +10.5% | -15.0% | -8.0% |
| YTD | +9.6% | -1.9% | +11.5% | +7.3% |
| 1Y | +30.8% | +16.1% | +14.7% | +21.8% |
| 3Y | +152.8% | -30.2% | +183.1% | +158.7% |
| 5Y | +167.1% | -67.4% | +234.5% | +259.2% |
| 10Y | +275.2% | +31.2% | +243.9% | +211.0% |
| All | +275.2% | +31.4% | +243.8% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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