+280.0%
RTX vs EWZ
+96.6%
+183.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | -11.2% | +13.5% | -24.7% | -15.2% |
| 3M | +12.0% | +15.2% | -3.2% | +6.3% |
| 6M | -3.6% | +3.7% | -7.3% | -5.3% |
| YTD | +9.2% | +22.5% | -13.3% | +0.9% |
| 1Y | +29.7% | +35.3% | -5.5% | +15.5% |
| 3Y | +152.0% | +50.2% | +101.8% | +112.1% |
| 5Y | +165.8% | +64.6% | +101.2% | +108.4% |
| All | +280.0% | +96.6% | +183.4% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EWZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling