+273.8%
RTX vs EMB
+30.9%
+242.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +2.9% | +2.9% |
| 7D | -3.2% | +0.8% | -4.0% | -4.1% |
| 30D | +5.6% | +1.5% | +4.1% | +3.8% |
| 3M | -11.7% | -1.9% | -9.8% | -9.9% |
| 6M | +12.3% | -1.6% | +13.9% | +14.2% |
| YTD | +8.2% | 0.0% | +8.2% | +8.0% |
| 1Y | +12.6% | +1.1% | +11.5% | +11.2% |
| 3Y | +152.8% | +30.9% | +121.9% | +86.7% |
| 5Y | +140.2% | +7.1% | +133.1% | +132.1% |
| 10Y | +273.8% | +31.1% | +242.6% | +201.6% |
| All | +273.8% | +30.9% | +242.9% | +201.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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