+144.2%
RTX vs FE
+42.7%
+101.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -5.1% | -1.0% | -4.1% | -4.9% |
| 30D | +5.1% | +4.1% | +1.0% | +4.2% |
| 3M | -14.8% | -1.0% | -13.8% | -14.6% |
| 6M | +8.0% | +4.0% | +4.0% | +6.9% |
| YTD | +4.5% | +6.8% | -2.4% | +3.0% |
| 1Y | +9.8% | +5.3% | +4.6% | +8.7% |
| 3Y | +144.2% | +44.6% | +99.6% | +129.9% |
| All | +144.2% | +42.7% | +101.5% | +129.9% |
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 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