+267.0%
RTX vs FN
+753.0%
-486.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.7% | -12.9% | -2.6% |
| 7D | -5.1% | 0.0% | -5.1% | -5.4% |
| 30D | +5.1% | -34.3% | +39.5% | +9.9% |
| 3M | -14.8% | -39.9% | +25.0% | -10.7% |
| 6M | +8.0% | -51.8% | +59.9% | +15.1% |
| YTD | +4.5% | -28.1% | +32.6% | +3.2% |
| 1Y | +9.8% | -29.1% | +38.9% | +8.3% |
| 3Y | +144.2% | +102.4% | +41.7% | +89.5% |
| 5Y | +131.4% | +171.7% | -40.2% | +61.9% |
| All | +267.0% | +753.0% | -486.0% | +101.1% |
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