+267.4%
RTX vs XHB
+237.3%
+30.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.3% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | +6.5% | +9.9% | -3.4% | +1.3% |
| 3M | -9.6% | -6.3% | -3.3% | -7.2% |
| 6M | +12.3% | +3.8% | +8.5% | +8.6% |
| YTD | +9.5% | +0.1% | +9.3% | +6.8% |
| 1Y | +15.8% | -0.8% | +16.7% | +13.2% |
| 3Y | +157.0% | +35.6% | +121.4% | +94.7% |
| 5Y | +148.8% | +29.6% | +119.3% | +87.7% |
| All | +267.4% | +237.3% | +30.1% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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