+700.2%
RTX vs VIG
+623.5%
+76.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -5.2% | -0.4% | -4.7% | -4.7% |
| 30D | -9.4% | -1.0% | -8.4% | -8.4% |
| 3M | +12.3% | +2.8% | +9.5% | +8.9% |
| 6M | -3.1% | +8.2% | -11.3% | -11.3% |
| YTD | +10.7% | +11.0% | -0.4% | -1.7% |
| 1Y | +28.4% | +16.1% | +12.3% | +8.5% |
| 3Y | +147.1% | +56.2% | +90.9% | +47.2% |
| 5Y | +167.2% | +63.0% | +104.3% | +49.4% |
| 10Y | +274.7% | +241.4% | +33.3% | -7.5% |
| All | +700.2% | +623.5% | +76.7% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling