+1,713.2%
RTX vs EWZ
+436.1%
+1,277.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -5.2% | +6.5% | -11.7% | -7.3% |
| 30D | -9.4% | +4.8% | -14.2% | -11.0% |
| 3M | +12.3% | +9.9% | +2.4% | +8.4% |
| 6M | -3.1% | +1.9% | -5.1% | -4.3% |
| YTD | +10.7% | +20.3% | -9.6% | +3.1% |
| 1Y | +28.4% | +35.6% | -7.2% | +14.6% |
| 3Y | +147.1% | +43.4% | +103.6% | +112.5% |
| 5Y | +167.2% | +55.9% | +111.3% | +116.2% |
| 10Y | +274.7% | +84.2% | +190.6% | +165.3% |
| All | +1,713.2% | +436.1% | +1,277.1% | +669.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling