+140.2%
RTX vs VMC
+43.3%
+96.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.0% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +5.6% | +18.3% | -12.8% | +1.0% |
| 3M | -11.7% | +1.9% | -13.5% | -12.3% |
| 6M | +12.3% | +2.4% | +9.9% | +11.0% |
| YTD | +8.2% | +2.1% | +6.1% | +6.3% |
| 1Y | +12.6% | +1.5% | +11.1% | +10.7% |
| 3Y | +152.8% | +41.5% | +111.4% | +119.8% |
| 5Y | +140.2% | +46.4% | +93.8% | +104.5% |
| All | +140.2% | +43.3% | +96.9% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling