+151.7%
RTX vs ELV
+8.6%
+143.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | +7.8% | +1.8% | +6.1% | +7.5% |
| 3M | -9.8% | +10.5% | -20.3% | -11.2% |
| 6M | +13.5% | +13.5% | +0.1% | +10.9% |
| YTD | +10.9% | +24.3% | -13.4% | +6.0% |
| 1Y | +14.0% | +38.9% | -25.0% | +6.5% |
| 3Y | +159.9% | -1.5% | +161.4% | +155.8% |
| 5Y | +151.7% | +7.3% | +144.4% | +130.7% |
| All | +151.7% | +8.6% | +143.0% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling