+10,266.7%
RTX vs ETR
+4,412.2%
+5,854.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -5.2% | +1.4% | -6.6% | -5.7% |
| 30D | -9.4% | +1.0% | -10.4% | -9.7% |
| 3M | +12.3% | -1.3% | +13.5% | +12.6% |
| 6M | -3.1% | +1.9% | -5.0% | -4.3% |
| YTD | +10.7% | +18.2% | -7.5% | +3.4% |
| 1Y | +28.4% | +24.7% | +3.7% | +17.5% |
| 3Y | +147.1% | +150.7% | -3.6% | +70.7% |
| 5Y | +167.2% | +127.0% | +40.2% | +89.3% |
| 10Y | +274.7% | +295.5% | -20.7% | +118.6% |
| All | +10,266.7% | +4,412.2% | +5,854.5% | +3,280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling