+162.9%
RTX vs EME
+544.7%
-381.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -1.6% | +2.7% | -4.3% | -2.1% |
| 30D | -11.6% | -6.8% | -4.8% | -10.5% |
| 3M | +9.2% | -8.8% | +18.0% | +10.3% |
| 6M | -4.4% | +5.0% | -9.4% | -6.5% |
| YTD | +8.9% | +23.5% | -14.6% | +2.5% |
| 1Y | +32.1% | +21.3% | +10.8% | +23.2% |
| 3Y | +151.2% | +241.1% | -89.8% | +67.3% |
| 5Y | +162.9% | +549.2% | -386.2% | +30.3% |
| All | +162.9% | +544.7% | -381.8% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling