+173.5%
RTX vs FERG
+50.8%
+122.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | -2.0% | -1.0% | -1.0% | -1.8% |
| 30D | -11.2% | -11.8% | +0.6% | -9.6% |
| 3M | +12.0% | -1.2% | +13.3% | +12.0% |
| 6M | -3.6% | -2.3% | -1.3% | -3.5% |
| YTD | +9.2% | +0.8% | +8.4% | +8.6% |
| 1Y | +29.7% | +0.5% | +29.2% | +28.8% |
| All | +173.5% | +50.8% | +122.7% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling