+273.8%
RTX vs FFIV
+132.4%
+141.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.4% | +3.0% |
| 7D | -3.2% | -2.1% | -1.1% | -2.6% |
| 30D | +5.6% | -33.8% | +39.3% | +17.2% |
| 3M | -11.7% | -20.6% | +8.9% | -7.5% |
| 6M | +12.3% | -10.2% | +22.6% | +12.4% |
| YTD | +8.2% | +24.5% | -16.3% | -3.7% |
| 1Y | +12.6% | +29.3% | -16.7% | -1.2% |
| 3Y | +152.8% | +103.8% | +49.0% | +80.5% |
| 5Y | +140.2% | +40.9% | +99.3% | +94.0% |
| 10Y | +273.8% | +126.6% | +147.2% | +121.2% |
| All | +273.8% | +132.4% | +141.4% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling