+164.6%
RTX vs EWZ
+66.1%
+98.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -3.1% | +5.6% | -8.7% | -4.2% |
| 30D | -10.6% | +9.3% | -19.8% | -12.3% |
| 3M | +11.6% | +15.7% | -4.0% | +8.0% |
| 6M | -4.5% | +7.4% | -11.9% | -6.2% |
| YTD | +9.6% | +22.7% | -13.1% | +4.5% |
| 1Y | +30.8% | +36.4% | -5.6% | +21.9% |
| 3Y | +152.8% | +50.4% | +102.4% | +128.3% |
| All | +164.6% | +66.1% | +98.5% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling