+1,003.8%
RTX vs VUG
+1,251.8%
-248.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -5.2% | -0.1% | -5.1% | -5.1% |
| 30D | -9.4% | -0.3% | -9.1% | -9.2% |
| 3M | +12.3% | -0.7% | +13.0% | +12.0% |
| 6M | -3.1% | +14.6% | -17.8% | -14.0% |
| YTD | +10.7% | +9.0% | +1.6% | +1.9% |
| 1Y | +28.4% | +14.9% | +13.6% | +13.2% |
| 3Y | +147.1% | +86.0% | +61.0% | +40.4% |
| 5Y | +167.2% | +76.7% | +90.6% | +51.0% |
| 10Y | +274.7% | +411.3% | -136.6% | -25.2% |
| All | +1,003.8% | +1,251.8% | -248.0% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling