+150.6%
RTX vs FE
+49.5%
+101.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -5.2% | +1.9% | -7.1% | -5.6% |
| 30D | -9.4% | -1.2% | -8.2% | -9.1% |
| 3M | +12.3% | +3.5% | +8.8% | +11.2% |
| 6M | -3.1% | -6.1% | +2.9% | -1.8% |
| YTD | +10.7% | +7.6% | +3.1% | +8.7% |
| 1Y | +28.4% | +11.9% | +16.5% | +25.2% |
| All | +150.6% | +49.5% | +101.2% | +121.0% |
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