+12.3%
RTX vs EWZ
-14.0%
+26.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.2% |
| 7D | +4.8% | +0.8% | +4.0% | +4.8% |
| 30D | +6.5% | -24.4% | +30.9% | +4.5% |
| 3M | -9.6% | -4.6% | -5.0% | -12.6% |
| 6M | +12.3% | -11.6% | +23.9% | +11.8% |
| All | +12.3% | -14.0% | +26.3% | +11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling