+267.4%
RTX vs ETR
+378.9%
-111.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +4.8% | +1.2% | +3.6% | +4.2% |
| 30D | +6.5% | +7.0% | -0.5% | +3.1% |
| 3M | -9.6% | +4.6% | -14.2% | -11.7% |
| 6M | +12.3% | +0.1% | +12.2% | +11.8% |
| YTD | +9.5% | +23.2% | -13.7% | -2.2% |
| 1Y | +15.8% | +20.6% | -4.7% | +4.6% |
| 3Y | +157.0% | +156.3% | +0.7% | +52.1% |
| 5Y | +148.8% | +159.6% | -10.8% | +41.9% |
| All | +267.4% | +378.9% | -111.5% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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