+269.0%
RTX vs ETR
+374.5%
-105.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | +1.4% | +0.1% | +1.4% | +1.4% |
| 30D | +7.8% | +7.7% | +0.1% | +4.0% |
| 3M | -9.8% | +5.7% | -15.5% | -12.3% |
| 6M | +13.5% | -0.3% | +13.8% | +13.2% |
| YTD | +10.9% | +23.4% | -12.4% | -0.9% |
| 1Y | +14.0% | +18.5% | -4.5% | +3.8% |
| 3Y | +159.9% | +155.6% | +4.3% | +54.1% |
| 5Y | +151.7% | +158.7% | -7.0% | +43.9% |
| 10Y | +269.0% | +377.8% | -108.8% | +86.8% |
| All | +269.0% | +374.5% | -105.5% | +86.8% |
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