+1,007.7%
RTX vs ITOT
+891.2%
+116.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -3.1% | +0.7% | -3.7% | -3.7% |
| 30D | -10.6% | -1.1% | -9.5% | -9.7% |
| 3M | +11.6% | +3.9% | +7.8% | +7.4% |
| 6M | -4.5% | +14.7% | -19.3% | -16.5% |
| YTD | +9.6% | +13.3% | -3.8% | -3.2% |
| 1Y | +30.8% | +19.1% | +11.7% | +10.1% |
| 3Y | +152.8% | +77.3% | +75.5% | +41.8% |
| 5Y | +167.1% | +74.1% | +93.0% | +48.8% |
| 10Y | +275.2% | +293.1% | -18.0% | -3.8% |
| All | +1,007.7% | +891.2% | +116.6% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling