+9.8%
RTX vs FE
+6.2%
+3.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +5.1% | +5.2% | 0.0% | +3.3% |
| 3M | -14.8% | 0.0% | -14.8% | -14.8% |
| 6M | +8.0% | +5.0% | +3.0% | +4.9% |
| YTD | +4.5% | +7.9% | -3.4% | -1.5% |
| 1Y | +9.8% | +6.3% | +3.5% | +4.9% |
| All | +9.8% | +6.2% | +3.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling