+160.5%
RTX vs ELV
-1.5%
+162.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.5% |
| 30D | +7.8% | +1.8% | +6.1% | +7.7% |
| 3M | -9.8% | +10.5% | -20.3% | -10.3% |
| 6M | +13.5% | +13.5% | +0.1% | +12.5% |
| YTD | +10.9% | +24.3% | -13.4% | +8.8% |
| 1Y | +14.0% | +38.9% | -25.0% | +10.6% |
| All | +160.5% | -1.5% | +162.0% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling