+280.0%
RTX vs FISV
-2.2%
+282.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -2.0% | -7.2% | +5.2% | +0.3% |
| 30D | -11.2% | -7.2% | -4.0% | -9.3% |
| 3M | +12.0% | -8.2% | +20.2% | +14.1% |
| 6M | -3.6% | -17.7% | +14.1% | +1.1% |
| YTD | +9.2% | -27.2% | +36.4% | +18.5% |
| 1Y | +29.7% | -63.0% | +92.7% | +69.0% |
| 3Y | +152.0% | -59.8% | +211.7% | +183.3% |
| 5Y | +165.8% | -55.8% | +221.6% | +171.1% |
| All | +280.0% | -2.2% | +282.2% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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