+280.0%
RTX vs XME
+426.6%
-146.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +1.8% |
| 7D | -2.0% | -3.0% | +1.1% | -0.8% |
| 30D | -11.2% | -2.6% | -8.6% | -10.6% |
| 3M | +12.0% | +2.2% | +9.9% | +10.1% |
| 6M | -3.6% | +0.7% | -4.3% | -5.6% |
| YTD | +9.2% | +10.9% | -1.7% | +1.7% |
| 1Y | +29.7% | +35.7% | -6.0% | +9.0% |
| 3Y | +152.0% | +127.1% | +24.8% | +61.1% |
| 5Y | +165.8% | +168.5% | -2.7% | +47.3% |
| All | +280.0% | +426.6% | -146.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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