+278.0%
RTX vs FICO
+605.7%
-327.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.7% | +16.0% | +3.5% |
| 7D | -5.2% | -19.2% | +14.0% | -0.4% |
| 30D | -9.4% | -14.6% | +5.2% | -6.5% |
| 3M | +12.3% | -20.1% | +32.4% | +16.7% |
| 6M | -3.1% | -36.3% | +33.2% | +5.6% |
| YTD | +10.7% | -44.9% | +55.5% | +25.0% |
| 1Y | +28.4% | -38.6% | +67.0% | +38.5% |
| 3Y | +147.1% | +4.0% | +143.1% | +108.9% |
| 5Y | +167.2% | +99.5% | +67.7% | +65.5% |
| All | +278.0% | +605.7% | -327.8% | +37.3% |
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