+268.7%
RTX vs VMC
+136.9%
+131.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.3% |
| 7D | -1.7% | +1.1% | -2.9% | -2.3% |
| 30D | +7.7% | +17.7% | -10.0% | +0.7% |
| 3M | -10.3% | +1.1% | -11.4% | -11.1% |
| 6M | +14.6% | +1.8% | +12.7% | +12.6% |
| YTD | +10.4% | +1.5% | +8.9% | +7.6% |
| 1Y | +13.5% | -1.1% | +14.7% | +11.9% |
| 3Y | +158.6% | +38.8% | +119.8% | +113.7% |
| 5Y | +147.3% | +49.6% | +97.7% | +92.2% |
| 10Y | +268.7% | +130.6% | +138.0% | +110.6% |
| All | +268.7% | +136.9% | +131.8% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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