+783.0%
RTX vs ET
+1,310.3%
-527.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +4.8% | +2.5% | +2.2% | +4.2% |
| 30D | +6.5% | -2.5% | +8.9% | +7.1% |
| 3M | -9.6% | -4.9% | -4.8% | -8.6% |
| 6M | +12.3% | -0.1% | +12.4% | +12.1% |
| YTD | +9.5% | +26.2% | -16.8% | +3.1% |
| 1Y | +15.8% | +25.2% | -9.3% | +9.3% |
| 3Y | +157.0% | +84.2% | +72.8% | +119.4% |
| 5Y | +148.8% | +216.1% | -67.3% | +85.9% |
| 10Y | +264.0% | +160.7% | +103.4% | +164.2% |
| All | +783.0% | +1,310.3% | -527.2% | +168.5% |
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