+132.6%
RTX vs ESI
+28.5%
+104.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.5% |
| 7D | -5.1% | -8.5% | +3.4% | -3.9% |
| 30D | +5.1% | -15.7% | +20.8% | +7.5% |
| 3M | -14.8% | -18.2% | +3.4% | -12.6% |
| 6M | +8.0% | -28.8% | +36.9% | +12.4% |
| YTD | +4.5% | +26.3% | -21.8% | -3.9% |
| 1Y | +9.8% | +18.2% | -8.4% | +2.4% |
| 3Y | +144.2% | +68.1% | +76.1% | +102.7% |
| All | +132.6% | +28.5% | +104.2% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling