+162.9%
RTX vs FLR
+245.1%
-82.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.2% |
| 7D | -1.6% | -3.1% | +1.5% | -1.2% |
| 30D | -11.6% | +4.9% | -16.5% | -12.2% |
| 3M | +9.2% | +10.8% | -1.6% | +7.0% |
| 6M | -4.4% | +19.7% | -24.1% | -7.9% |
| YTD | +8.9% | +38.4% | -29.5% | +2.3% |
| 1Y | +32.1% | +34.7% | -2.6% | +24.1% |
| 3Y | +151.2% | +56.7% | +94.6% | +118.3% |
| 5Y | +162.9% | +241.6% | -78.7% | +94.1% |
| All | +162.9% | +245.1% | -82.2% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling