+147.4%
RTX vs FFIV
+35.3%
+112.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | +4.8% | -0.5% | +5.3% | +4.8% |
| 30D | +6.5% | -32.4% | +38.9% | +11.2% |
| 3M | -9.6% | -25.7% | +16.1% | -7.1% |
| 6M | +12.3% | -13.5% | +25.8% | +12.5% |
| YTD | +9.5% | +21.1% | -11.7% | +2.9% |
| 1Y | +15.8% | +29.4% | -13.6% | +7.6% |
| 3Y | +157.0% | +94.9% | +62.1% | +116.8% |
| All | +147.4% | +35.3% | +112.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling