+273.8%
RTX vs VUG
+405.9%
-132.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +2.0% |
| 7D | -3.2% | +0.5% | -3.7% | -3.5% |
| 30D | +5.6% | -8.2% | +13.7% | +10.5% |
| 3M | -11.7% | -5.4% | -6.2% | -9.2% |
| 6M | +12.3% | -2.5% | +14.9% | +12.8% |
| YTD | +8.2% | +4.2% | +4.0% | +3.9% |
| 1Y | +12.6% | +5.0% | +7.5% | +7.6% |
| 3Y | +152.8% | +81.7% | +71.1% | +64.0% |
| 5Y | +140.2% | +62.5% | +77.7% | +66.4% |
| 10Y | +273.8% | +396.3% | -122.5% | +2.8% |
| All | +273.8% | +405.9% | -132.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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