+286.4%
RTX vs VMC
+155.1%
+131.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.3% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -10.6% | -9.1% | -1.5% | -7.2% |
| 3M | +11.6% | -4.1% | +15.8% | +12.9% |
| 6M | -4.5% | -5.5% | +1.0% | -3.2% |
| YTD | +9.6% | -8.9% | +18.5% | +11.9% |
| 1Y | +30.8% | -12.9% | +43.8% | +35.9% |
| 3Y | +152.8% | +22.1% | +130.7% | +120.6% |
| 5Y | +167.1% | +52.7% | +114.4% | +104.1% |
| All | +286.4% | +155.1% | +131.3% | +122.7% |
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