+286.4%
RTX vs VUG
+413.2%
-126.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.1% | +0.9% | -4.0% | -3.6% |
| 30D | -10.6% | -1.4% | -9.1% | -9.8% |
| 3M | +11.6% | +2.3% | +9.3% | +9.6% |
| 6M | -4.5% | +15.7% | -20.2% | -13.2% |
| YTD | +9.6% | +8.6% | +1.0% | +3.2% |
| 1Y | +30.8% | +14.1% | +16.8% | +19.4% |
| 3Y | +152.8% | +87.9% | +64.9% | +61.4% |
| 5Y | +167.1% | +76.3% | +90.8% | +74.7% |
| All | +286.4% | +413.2% | -126.8% | -2.0% |
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