+275.2%
RTX vs FIS
-40.5%
+315.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | +1.0% |
| 7D | -3.1% | -3.5% | +0.4% | -2.0% |
| 30D | -10.6% | -7.8% | -2.7% | -8.3% |
| 3M | +11.6% | +0.8% | +10.8% | +10.5% |
| 6M | -4.5% | -21.9% | +17.4% | +2.8% |
| YTD | +9.6% | -39.5% | +49.1% | +29.0% |
| 1Y | +30.8% | -41.0% | +71.8% | +54.9% |
| 3Y | +152.8% | -23.6% | +176.4% | +161.1% |
| 5Y | +167.1% | -65.6% | +232.7% | +286.4% |
| 10Y | +275.2% | -40.2% | +315.4% | +335.1% |
| All | +275.2% | -40.5% | +315.7% | +335.1% |
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