+11.7%
RTX vs EWT
+3.1%
+8.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.5% | -1.5% |
| 7D | +3.4% | +13.2% | -9.9% | +3.6% |
| 30D | +8.4% | -14.3% | +22.7% | +6.8% |
| 3M | -10.7% | -8.4% | -2.2% | -11.6% |
| 6M | +11.7% | +3.7% | +8.0% | +9.1% |
| All | +11.7% | +3.1% | +8.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 6mo: compounded portfolio wealth divided by compounded EWT 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…
6mo analysis · Full analysis span regression · 6 months rolling