+273.8%
RTX vs FICO
+544.0%
-270.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.0% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | +5.6% | +8.4% | -2.9% | +2.9% |
| 3M | -11.7% | -30.5% | +18.8% | -6.3% |
| 6M | +12.3% | -35.7% | +48.0% | +19.9% |
| YTD | +8.2% | -57.2% | +65.4% | +27.0% |
| 1Y | +12.6% | -58.4% | +71.0% | +33.0% |
| 3Y | +152.8% | -24.8% | +177.7% | +129.5% |
| 5Y | +140.2% | +79.3% | +60.9% | +44.9% |
| 10Y | +273.8% | +531.6% | -257.9% | +35.7% |
| All | +273.8% | +544.0% | -270.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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