+267.0%
RTX vs FICO
+512.2%
-245.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -5.1% | -0.9% | -4.2% | -4.9% |
| 30D | +5.1% | +3.3% | +1.8% | +3.6% |
| 3M | -14.8% | -31.7% | +16.9% | -9.3% |
| 6M | +8.0% | -34.0% | +42.0% | +14.3% |
| YTD | +4.5% | -58.3% | +62.8% | +23.4% |
| 1Y | +9.8% | -57.9% | +67.8% | +29.1% |
| 3Y | +144.2% | -24.1% | +168.2% | +120.0% |
| 5Y | +131.4% | +85.3% | +46.1% | +36.6% |
| All | +267.0% | +512.2% | -245.2% | +35.3% |
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