+147.3%
RTX vs FIX
+1,045.2%
-897.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -1.7% | -13.9% | +12.2% | -0.1% |
| 30D | +7.7% | -35.5% | +43.2% | +13.1% |
| 3M | -10.3% | -33.9% | +23.6% | -6.4% |
| 6M | +14.6% | -43.3% | +57.9% | +21.1% |
| YTD | +10.4% | +18.7% | -8.3% | +3.8% |
| 1Y | +13.5% | +13.8% | -0.2% | +7.2% |
| 3Y | +158.6% | +495.0% | -336.4% | +69.6% |
| 5Y | +147.3% | +1,049.0% | -901.8% | +28.7% |
| All | +147.3% | +1,045.2% | -897.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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