+169.3%
RTX vs EMB
+7.4%
+162.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -5.2% | 0.0% | -5.2% | -5.2% |
| 30D | -9.4% | -0.3% | -9.1% | -9.2% |
| 3M | +12.3% | -0.4% | +12.7% | +12.5% |
| 6M | -3.1% | +0.1% | -3.2% | -3.2% |
| YTD | +10.7% | +1.6% | +9.1% | +9.6% |
| 1Y | +28.4% | +5.6% | +22.8% | +24.3% |
| 3Y | +147.1% | +29.8% | +117.2% | +112.5% |
| All | +169.3% | +7.4% | +162.0% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling