+158.6%
RTX vs FE
+47.6%
+111.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +7.7% | +4.3% | +3.4% | +6.7% |
| 3M | -10.3% | +0.4% | -10.7% | -10.4% |
| 6M | +14.6% | +6.9% | +7.6% | +12.6% |
| YTD | +10.4% | +8.0% | +2.4% | +8.6% |
| 1Y | +13.5% | +4.8% | +8.7% | +12.4% |
| 3Y | +158.6% | +49.0% | +109.6% | +144.4% |
| All | +158.6% | +47.6% | +111.0% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling