+273.8%
RTX vs FIS
-54.6%
+328.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +4.9% | +4.0% |
| 7D | -3.2% | -29.4% | +26.2% | +7.2% |
| 30D | +5.6% | -16.7% | +22.3% | +10.4% |
| 3M | -11.7% | -33.0% | +21.3% | -0.9% |
| 6M | +12.3% | -33.3% | +45.6% | +25.5% |
| YTD | +8.2% | -56.0% | +64.2% | +39.2% |
| 1Y | +12.6% | -54.6% | +67.2% | +43.0% |
| 3Y | +152.8% | -40.6% | +193.5% | +178.5% |
| 5Y | +140.2% | -71.9% | +212.1% | +254.4% |
| 10Y | +273.8% | -55.3% | +329.1% | +378.6% |
| All | +273.8% | -54.6% | +328.4% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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