+9,685.3%
RTX vs FITB
+2,780.8%
+6,904.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | -5.1% | -1.5% | -3.6% | -4.8% |
| 30D | +5.1% | +5.8% | -0.7% | +3.7% |
| 3M | -14.8% | -6.1% | -8.7% | -13.6% |
| 6M | +8.0% | +5.9% | +2.1% | +6.3% |
| YTD | +4.5% | +16.1% | -11.6% | +0.1% |
| 1Y | +9.8% | +28.8% | -19.0% | +2.6% |
| 3Y | +144.2% | +126.0% | +18.2% | +95.2% |
| 5Y | +131.4% | +45.3% | +86.1% | +101.7% |
| 10Y | +273.3% | +255.4% | +17.9% | +157.1% |
| All | +9,685.3% | +2,780.8% | +6,904.6% | +2,732.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling