+159.8%
RTX vs VSXY
+37.4%
+122.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | -5.2% | -14.0% | +8.8% | -4.7% |
| 30D | -9.4% | -15.9% | +6.5% | -8.9% |
| 3M | +12.3% | +3.4% | +8.9% | +11.9% |
| 6M | -3.1% | +25.9% | -29.0% | -4.7% |
| YTD | +10.7% | +39.5% | -28.8% | +8.1% |
| 1Y | +28.4% | +194.4% | -165.9% | +20.6% |
| 3Y | +147.1% | +281.4% | -134.4% | +121.8% |
| 5Y | +167.2% | +12.8% | +154.5% | +154.3% |
| All | +159.8% | +37.4% | +122.4% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling