+551.8%
RTX vs EMB
+132.1%
+419.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.6% |
| 6M | -3.1% | +0.1% | -3.2% | -3.2% |
| YTD | +10.7% | +1.6% | +9.1% | +9.4% |
| 1Y | +28.4% | +5.6% | +22.8% | +23.7% |
| 3Y | +147.1% | +29.8% | +117.2% | +105.7% |
| 5Y | +167.2% | +7.3% | +160.0% | +153.4% |
| 10Y | +274.7% | +30.4% | +244.3% | +218.9% |
| All | +551.8% | +132.1% | +419.7% | +395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling