+647.0%
VRT vs RTX
+140.9%
+506.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.6% | +6.1% | +7.7% |
| 7D | -10.6% | -3.2% | -7.4% | -8.6% |
| 30D | -17.4% | +5.6% | -23.0% | -19.6% |
| 3M | -26.4% | -11.7% | -14.7% | -21.2% |
| 6M | -41.0% | +12.3% | -53.3% | -45.4% |
| YTD | +23.8% | +8.2% | +15.6% | +17.0% |
| 1Y | +11.6% | +12.6% | -1.0% | +3.2% |
| 3Y | +403.5% | +152.8% | +250.7% | +184.9% |
| 5Y | +647.0% | +140.2% | +506.8% | +314.6% |
| All | +647.0% | +140.9% | +506.1% | +314.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 5y: compounded portfolio wealth divided by compounded RTX 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…
5y analysis · Full analysis span regression · 6 months rolling