+162.9%
RTX vs VSXY
+19.3%
+143.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.5% |
| 7D | -1.6% | -10.7% | +9.1% | -1.2% |
| 30D | -11.6% | -24.3% | +12.7% | -10.7% |
| 3M | +9.2% | +1.0% | +8.2% | +8.9% |
| 6M | -4.4% | +57.4% | -61.8% | -7.0% |
| YTD | +8.9% | +39.8% | -30.9% | +6.3% |
| 1Y | +32.1% | +196.5% | -164.4% | +23.6% |
| 3Y | +151.2% | +357.2% | -206.0% | +120.2% |
| 5Y | +162.9% | +18.9% | +144.0% | +154.9% |
| All | +162.9% | +19.3% | +143.6% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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