+275.2%
RTX vs ESI
+307.6%
-32.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | -3.1% | +5.4% | -8.5% | -4.7% |
| 30D | -10.6% | -4.2% | -6.4% | -9.5% |
| 3M | +11.6% | -9.6% | +21.3% | +13.5% |
| 6M | -4.5% | +18.3% | -22.8% | -12.8% |
| YTD | +9.6% | +45.8% | -36.3% | -8.1% |
| 1Y | +30.8% | +39.2% | -8.3% | +10.8% |
| 3Y | +152.8% | +86.3% | +66.6% | +82.6% |
| 5Y | +167.1% | +76.2% | +90.9% | +89.4% |
| 10Y | +275.2% | +306.8% | -31.6% | +74.7% |
| All | +275.2% | +307.6% | -32.4% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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