+275.2%
RTX vs FDS
+77.6%
+197.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +0.4% |
| 7D | -3.1% | -5.4% | +2.3% | -1.4% |
| 30D | -10.6% | +1.6% | -12.1% | -11.3% |
| 3M | +11.6% | +17.7% | -6.1% | +4.5% |
| 6M | -4.5% | +29.1% | -33.6% | -14.8% |
| YTD | +9.6% | +1.0% | +8.6% | +6.5% |
| 1Y | +30.8% | -21.6% | +52.5% | +40.1% |
| 3Y | +152.8% | -30.1% | +182.9% | +178.7% |
| 5Y | +167.1% | -20.7% | +187.8% | +168.9% |
| 10Y | +275.2% | +78.3% | +196.9% | +155.7% |
| All | +275.2% | +77.6% | +197.6% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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