+267.4%
RTX vs FDS
+127.7%
+139.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +4.8% | +1.5% | +3.3% | +4.3% |
| 30D | +6.5% | +14.8% | -8.3% | +1.7% |
| 3M | -9.6% | +16.3% | -25.9% | -14.6% |
| 6M | +12.3% | +66.2% | -53.9% | -7.7% |
| YTD | +9.5% | +16.2% | -6.8% | +1.1% |
| 1Y | +15.8% | +21.8% | -6.0% | +4.5% |
| 3Y | +157.0% | -23.9% | +180.9% | +177.2% |
| 5Y | +148.8% | -23.1% | +171.9% | +161.1% |
| All | +267.4% | +127.7% | +139.7% | +136.7% |
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