+283.9%
RTX vs VIG
+241.3%
+42.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -0.4% |
| 30D | -11.6% | -2.8% | -8.7% | -8.8% |
| 3M | +9.2% | +2.5% | +6.7% | +6.3% |
| 6M | -4.4% | +8.1% | -12.5% | -12.2% |
| YTD | +8.9% | +9.6% | -0.7% | -1.5% |
| 1Y | +32.1% | +14.2% | +18.0% | +14.2% |
| 3Y | +151.2% | +56.1% | +95.1% | +50.7% |
| 5Y | +162.9% | +62.8% | +100.1% | +47.8% |
| 10Y | +283.9% | +248.2% | +35.7% | -6.4% |
| All | +283.9% | +241.3% | +42.6% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling