+267.4%
RTX vs FIS
-53.2%
+320.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -1.2% |
| 7D | +4.8% | +2.8% | +2.0% | +3.6% |
| 30D | +6.5% | -16.7% | +23.2% | +11.2% |
| 3M | -9.6% | -32.3% | +22.7% | +1.0% |
| 6M | +12.3% | -29.1% | +41.4% | +22.8% |
| YTD | +9.5% | -54.1% | +63.6% | +38.7% |
| 1Y | +15.8% | -53.7% | +69.6% | +46.1% |
| 3Y | +157.0% | -38.8% | +195.9% | +180.2% |
| 5Y | +148.8% | -71.1% | +219.9% | +264.6% |
| All | +267.4% | -53.2% | +320.6% | +362.0% |
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