+27.3%
RTX vs FERG
+1.0%
+26.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.5% | -2.6% | +1.0% | -1.2% |
| 30D | -11.0% | -8.9% | -2.1% | -9.8% |
| 3M | +7.7% | -2.0% | +9.7% | +7.6% |
| 6M | -3.9% | -3.2% | -0.7% | -3.7% |
| YTD | +9.0% | +1.5% | +7.5% | +8.1% |
| 1Y | +27.3% | +0.5% | +26.8% | +26.4% |
| All | +27.3% | +1.0% | +26.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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