+167.1%
RTX vs ETR
+129.9%
+37.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.5% |
| 30D | -10.6% | +1.9% | -12.4% | -11.1% |
| 3M | +11.6% | +1.0% | +10.7% | +11.2% |
| 6M | -4.5% | +4.8% | -9.4% | -6.2% |
| YTD | +9.6% | +19.5% | -10.0% | +3.4% |
| 1Y | +30.8% | +28.1% | +2.7% | +20.9% |
| 3Y | +152.8% | +151.1% | +1.7% | +87.1% |
| 5Y | +167.1% | +125.2% | +41.9% | +98.4% |
| All | +167.1% | +129.9% | +37.2% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling