+269.0%
RTX vs FN
+850.1%
-581.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.4% | -0.2% |
| 7D | +1.4% | +8.0% | -6.6% | +0.3% |
| 30D | +7.8% | -19.1% | +27.0% | +9.9% |
| 3M | -9.8% | -29.8% | +20.0% | -7.1% |
| 6M | +13.5% | -43.2% | +56.7% | +18.5% |
| YTD | +10.9% | -18.9% | +29.9% | +8.0% |
| 1Y | +14.0% | -17.9% | +31.8% | +10.3% |
| 3Y | +159.9% | +120.1% | +39.8% | +100.0% |
| 5Y | +151.7% | +206.7% | -55.0% | +73.1% |
| 10Y | +269.0% | +804.7% | -535.7% | +97.6% |
| All | +269.0% | +850.1% | -581.1% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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