+1,375.5%
RTX vs FIS
+374.5%
+1,001.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | -5.2% | +1.1% | -6.2% | -5.6% |
| 30D | -9.4% | -2.2% | -7.2% | -8.8% |
| 3M | +12.3% | +2.1% | +10.1% | +10.6% |
| 6M | -3.1% | -14.7% | +11.5% | +1.4% |
| YTD | +10.7% | -35.7% | +46.4% | +28.5% |
| 1Y | +28.4% | -37.1% | +65.5% | +49.8% |
| 3Y | +147.1% | -20.0% | +167.1% | +154.1% |
| 5Y | +167.2% | -62.1% | +229.4% | +250.7% |
| 10Y | +274.7% | -37.4% | +312.1% | +299.5% |
| All | +1,375.5% | +374.5% | +1,001.0% | +609.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling