+163.1%
RTX vs ITOT
+74.3%
+88.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | -11.0% | -1.5% | -9.5% | -10.3% |
| 3M | +7.7% | +3.6% | +4.1% | +5.4% |
| 6M | -3.9% | +13.7% | -17.6% | -10.9% |
| YTD | +9.0% | +12.9% | -4.0% | +1.3% |
| 1Y | +27.3% | +17.2% | +10.1% | +15.8% |
| 3Y | +172.9% | +75.6% | +97.3% | +93.0% |
| All | +163.1% | +74.3% | +88.9% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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