+273.8%
RTX vs FIVE
+596.6%
-322.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.6% | -2.0% | +2.4% |
| 7D | -3.2% | +6.2% | -9.4% | -4.4% |
| 30D | +5.6% | +18.2% | -12.6% | +2.0% |
| 3M | -11.7% | +3.8% | -15.5% | -12.7% |
| 6M | +12.3% | +13.7% | -1.4% | +8.2% |
| YTD | +8.2% | +34.7% | -26.5% | 0.0% |
| 1Y | +12.6% | +66.6% | -54.1% | -0.7% |
| 3Y | +152.8% | +44.3% | +108.6% | +119.1% |
| 5Y | +140.2% | +18.8% | +121.4% | +111.4% |
| 10Y | +273.8% | +569.2% | -295.4% | +119.5% |
| All | +273.8% | +596.6% | -322.8% | +119.5% |
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