+269.0%
RTX vs FE
+120.9%
+148.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +7.8% | +3.6% | +4.2% | +6.4% |
| 3M | -9.8% | +0.3% | -10.1% | -9.9% |
| 6M | +13.5% | +6.4% | +7.1% | +10.5% |
| YTD | +10.9% | +8.1% | +2.8% | +7.2% |
| 1Y | +14.0% | +4.6% | +9.4% | +11.6% |
| 3Y | +159.9% | +49.1% | +110.8% | +117.1% |
| 5Y | +151.7% | +46.1% | +105.6% | +109.6% |
| 10Y | +269.0% | +122.7% | +146.3% | +197.1% |
| All | +269.0% | +120.9% | +148.1% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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