+273.8%
RTX vs EL
+63.1%
+210.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +3.0% |
| 7D | -3.2% | +8.0% | -11.2% | -4.9% |
| 30D | +5.6% | +15.4% | -9.9% | +2.0% |
| 3M | -11.7% | +28.5% | -40.2% | -17.2% |
| 6M | +12.3% | +32.2% | -19.9% | +3.9% |
| YTD | +8.2% | +9.2% | -1.0% | +3.2% |
| 1Y | +12.6% | +30.8% | -18.2% | +2.2% |
| 3Y | +152.8% | +3.7% | +149.1% | +129.0% |
| 5Y | +140.2% | -64.8% | +205.0% | +220.7% |
| 10Y | +273.8% | +60.0% | +213.7% | +202.1% |
| All | +273.8% | +63.1% | +210.7% | +202.1% |
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