+275.2%
RTX vs VO
+192.5%
+82.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.5% |
| 7D | -3.1% | +0.6% | -3.7% | -3.7% |
| 30D | -10.6% | -1.1% | -9.5% | -9.7% |
| 3M | +11.6% | +4.5% | +7.1% | +7.0% |
| 6M | -4.5% | +11.1% | -15.6% | -13.5% |
| YTD | +9.6% | +13.5% | -4.0% | -3.0% |
| 1Y | +30.8% | +14.5% | +16.3% | +14.9% |
| 3Y | +152.8% | +58.1% | +94.7% | +59.6% |
| 5Y | +167.1% | +43.3% | +123.8% | +82.0% |
| 10Y | +275.2% | +193.2% | +82.0% | +24.8% |
| All | +275.2% | +192.5% | +82.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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