+144.2%
RTX vs FIS
-39.8%
+184.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.9% |
| 7D | -5.1% | -25.5% | +20.3% | -2.0% |
| 30D | +5.1% | -15.1% | +20.2% | +6.9% |
| 3M | -14.8% | -32.1% | +17.3% | -11.0% |
| 6M | +8.0% | -36.1% | +44.1% | +13.3% |
| YTD | +4.5% | -55.4% | +59.9% | +15.7% |
| 1Y | +9.8% | -53.9% | +63.7% | +20.9% |
| 3Y | +144.2% | -39.8% | +183.9% | +157.5% |
| All | +144.2% | -39.8% | +184.0% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling