+792.9%
RTX vs ET
+1,435.0%
-642.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -5.2% | +0.9% | -6.0% | -5.4% |
| 30D | -9.4% | +7.5% | -16.9% | -10.9% |
| 3M | +12.3% | +11.4% | +0.9% | +9.3% |
| 6M | -3.1% | +18.5% | -21.7% | -7.2% |
| YTD | +10.7% | +37.4% | -26.7% | +2.2% |
| 1Y | +28.4% | +30.9% | -2.5% | +19.9% |
| 3Y | +147.1% | +98.7% | +48.3% | +107.2% |
| 5Y | +167.2% | +230.7% | -63.5% | +97.1% |
| 10Y | +274.7% | +175.6% | +99.1% | +167.2% |
| All | +792.9% | +1,435.0% | -642.1% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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