+10,266.7%
RTX vs VMC
+3,246.6%
+7,020.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -5.2% | -4.3% | -0.8% | -3.7% |
| 30D | -9.4% | -8.2% | -1.1% | -6.7% |
| 3M | +12.3% | -7.0% | +19.3% | +14.7% |
| 6M | -3.1% | -10.8% | +7.6% | +0.1% |
| YTD | +10.7% | -7.4% | +18.1% | +12.2% |
| 1Y | +28.4% | -9.5% | +37.9% | +31.1% |
| 3Y | +147.1% | +20.5% | +126.6% | +122.7% |
| 5Y | +167.2% | +51.6% | +115.7% | +117.2% |
| 10Y | +274.7% | +150.0% | +124.7% | +144.5% |
| All | +10,266.7% | +3,246.6% | +7,020.1% | +2,609.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling