+172.7%
RTX vs FISV
-60.0%
+232.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.4% |
| 7D | -1.6% | -6.4% | +4.8% | -1.2% |
| 30D | -11.6% | -6.8% | -4.7% | -11.2% |
| 3M | +9.2% | -10.0% | +19.1% | +9.7% |
| 6M | -4.4% | -20.6% | +16.2% | -3.4% |
| YTD | +8.9% | -27.6% | +36.5% | +10.5% |
| 1Y | +32.1% | -64.3% | +96.4% | +39.4% |
| All | +172.7% | -60.0% | +232.8% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling