+941.9%
RTX vs VUG
+1,157.1%
-215.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.9% |
| 7D | -5.1% | -3.4% | -1.7% | -2.8% |
| 30D | +5.1% | -11.1% | +16.2% | +14.4% |
| 3M | -14.8% | -7.2% | -7.6% | -10.4% |
| 6M | +8.0% | -4.1% | +12.2% | +9.8% |
| YTD | +4.5% | +1.4% | +3.1% | +1.0% |
| 1Y | +9.8% | +1.9% | +7.9% | +5.7% |
| 3Y | +144.2% | +77.7% | +66.5% | +42.9% |
| 5Y | +131.4% | +57.6% | +73.8% | +43.1% |
| 10Y | +273.3% | +398.6% | -125.3% | -25.2% |
| All | +941.9% | +1,157.1% | -215.2% | -15.7% |
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