+152.8%
RTX vs FITB
+132.2%
+20.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.2% | +0.6% | -5.8% | -5.3% |
| 30D | -9.4% | -4.7% | -4.6% | -8.6% |
| 3M | +12.3% | +6.7% | +5.6% | +10.9% |
| 6M | -3.1% | +12.6% | -15.7% | -5.3% |
| YTD | +10.7% | +19.1% | -8.4% | +7.0% |
| 1Y | +28.4% | +22.6% | +5.8% | +23.4% |
| All | +152.8% | +132.2% | +20.6% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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