+30.8%
RTX vs FFIV
+23.1%
+7.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.1% | -1.5% | -1.6% | -3.1% |
| 30D | -10.6% | -2.7% | -7.9% | -10.5% |
| 3M | +11.6% | -1.7% | +13.3% | +11.5% |
| 6M | -4.5% | +36.1% | -40.6% | -6.2% |
| YTD | +9.6% | +52.6% | -43.1% | +6.3% |
| 1Y | +30.8% | +21.5% | +9.3% | +32.1% |
| All | +30.8% | +23.1% | +7.8% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling