+147.2%
RTX vs VST
+229.5%
-82.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.2% | +2.9% | -2.9% |
| 7D | -3.8% | -19.9% | +16.1% | -2.4% |
| 30D | +4.7% | -29.7% | +34.4% | +7.0% |
| 3M | -13.4% | -19.6% | +6.2% | -12.5% |
| 6M | +11.8% | -29.4% | +41.2% | +13.8% |
| YTD | +5.8% | -29.7% | +35.5% | +7.3% |
| 1Y | +11.9% | -40.0% | +52.0% | +14.8% |
| All | +147.2% | +229.5% | -82.3% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 3y: compounded portfolio wealth divided by compounded VST 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…
3y analysis · Full analysis span regression · 6 months rolling