+1,342.6%
RTX vs FIS
+224.7%
+1,117.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +4.9% | +4.1% |
| 7D | -3.2% | -29.4% | +26.2% | +8.6% |
| 30D | +5.6% | -16.7% | +22.3% | +11.1% |
| 3M | -11.7% | -33.0% | +21.3% | +0.4% |
| 6M | +12.3% | -33.3% | +45.6% | +27.1% |
| YTD | +8.2% | -56.0% | +64.2% | +42.0% |
| 1Y | +12.6% | -54.6% | +67.2% | +45.7% |
| 3Y | +152.8% | -40.6% | +193.5% | +185.4% |
| 5Y | +140.2% | -71.9% | +212.1% | +245.3% |
| 10Y | +273.8% | -55.3% | +329.1% | +343.3% |
| All | +1,342.6% | +224.7% | +1,117.9% | +683.7% |
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