+280.0%
RTX vs FLR
+18.3%
+261.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.7% |
| 7D | -2.0% | -6.9% | +4.9% | -0.7% |
| 30D | -11.2% | +1.1% | -12.3% | -11.5% |
| 3M | +12.0% | +14.3% | -2.3% | +8.3% |
| 6M | -3.6% | +19.1% | -22.7% | -8.2% |
| YTD | +9.2% | +35.1% | -25.9% | +1.1% |
| 1Y | +29.7% | +29.5% | +0.2% | +20.5% |
| 3Y | +152.0% | +53.0% | +99.0% | +116.2% |
| 5Y | +165.8% | +238.9% | -73.2% | +87.2% |
| All | +280.0% | +18.3% | +261.7% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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