+280.0%
RTX vs EME
+1,301.6%
-1,021.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -2.0% | +0.9% | -2.9% | -2.3% |
| 30D | -11.2% | -8.4% | -2.8% | -8.7% |
| 3M | +12.0% | -3.6% | +15.6% | +11.6% |
| 6M | -3.6% | +3.6% | -7.1% | -7.1% |
| YTD | +9.2% | +22.5% | -13.3% | -1.9% |
| 1Y | +29.7% | +18.2% | +11.5% | +15.9% |
| 3Y | +152.0% | +238.4% | -86.4% | +32.5% |
| 5Y | +165.8% | +550.5% | -384.8% | -2.4% |
| All | +280.0% | +1,301.6% | -1,021.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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