+1,565.0%
RTX vs FFIV
+7,518.9%
-5,954.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -5.2% | -1.0% | -4.2% | -5.1% |
| 30D | -9.4% | -5.1% | -4.3% | -8.9% |
| 3M | +12.3% | -4.5% | +16.7% | +12.7% |
| 6M | -3.1% | +36.5% | -39.6% | -7.1% |
| YTD | +10.7% | +53.0% | -42.3% | +4.4% |
| 1Y | +28.4% | +24.2% | +4.2% | +24.0% |
| 3Y | +147.1% | +137.2% | +9.9% | +119.1% |
| 5Y | +167.2% | +91.8% | +75.5% | +141.1% |
| 10Y | +274.7% | +215.2% | +59.5% | +217.3% |
| All | +1,565.0% | +7,518.9% | -5,954.0% | +735.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling