+267.0%
RTX vs FFIV
+126.1%
+141.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -5.1% | -8.1% | +3.0% | -2.9% |
| 30D | +5.1% | -33.4% | +38.5% | +16.4% |
| 3M | -14.8% | -24.7% | +9.9% | -9.4% |
| 6M | +8.0% | -8.8% | +16.9% | +7.5% |
| YTD | +4.5% | +21.8% | -17.3% | -6.5% |
| 1Y | +9.8% | +25.3% | -15.4% | -2.8% |
| 3Y | +144.2% | +101.2% | +43.0% | +74.7% |
| 5Y | +131.4% | +40.2% | +91.2% | +86.5% |
| All | +267.0% | +126.1% | +141.0% | +116.7% |
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