+147.4%
RTX vs FIVE
+16.7%
+130.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +4.8% | +2.7% | +2.1% | +4.5% |
| 30D | +6.5% | +12.7% | -6.2% | +5.3% |
| 3M | -9.6% | +2.1% | -11.7% | -10.0% |
| 6M | +12.3% | +17.5% | -5.1% | +10.2% |
| YTD | +9.5% | +31.0% | -21.5% | +5.9% |
| 1Y | +15.8% | +67.7% | -51.9% | +9.3% |
| 3Y | +157.0% | +43.4% | +113.6% | +146.2% |
| All | +147.4% | +16.7% | +130.7% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling