+279.0%
RTX vs ELV
+258.8%
+20.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -0.9% |
| 30D | -11.6% | -0.2% | -11.4% | -11.6% |
| 3M | +9.2% | -6.1% | +15.3% | +10.8% |
| 6M | -4.4% | +42.8% | -47.2% | -16.7% |
| YTD | +8.9% | +14.4% | -5.5% | +1.4% |
| 1Y | +32.1% | +28.6% | +3.5% | +17.0% |
| 3Y | +151.2% | -7.4% | +158.6% | +142.9% |
| 5Y | +162.9% | +14.5% | +148.4% | +122.4% |
| All | +279.0% | +258.8% | +20.1% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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