+267.0%
RTX vs FIVE
+563.4%
-296.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -5.1% | -0.3% | -4.9% | -5.2% |
| 30D | +5.1% | +17.7% | -12.5% | +1.6% |
| 3M | -14.8% | +4.0% | -18.8% | -15.9% |
| 6M | +8.0% | +2.6% | +5.4% | +6.2% |
| YTD | +4.5% | +27.6% | -23.1% | -2.4% |
| 1Y | +9.8% | +59.9% | -50.1% | -2.3% |
| 3Y | +144.2% | +35.8% | +108.4% | +114.3% |
| 5Y | +131.4% | +14.4% | +117.0% | +104.7% |
| All | +267.0% | +563.4% | -296.4% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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