+275.2%
RTX vs FDX
+178.0%
+97.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.1% |
| 7D | -3.1% | -3.3% | +0.2% | -2.0% |
| 30D | -10.6% | -1.4% | -9.2% | -10.2% |
| 3M | +11.6% | -4.5% | +16.2% | +12.8% |
| 6M | -4.5% | +9.4% | -13.9% | -8.3% |
| YTD | +9.6% | +36.0% | -26.4% | -2.5% |
| 1Y | +30.8% | +75.5% | -44.7% | +6.4% |
| 3Y | +152.8% | +62.8% | +90.0% | +101.3% |
| 5Y | +167.1% | +64.4% | +102.7% | +102.9% |
| 10Y | +275.2% | +175.5% | +99.7% | +99.3% |
| All | +275.2% | +178.0% | +97.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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