+278.0%
RTX vs FN
+900.0%
-622.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.1% |
| 7D | -5.2% | -1.7% | -3.5% | -5.0% |
| 30D | -9.4% | -22.0% | +12.6% | -7.1% |
| 3M | +12.3% | -43.0% | +55.3% | +18.9% |
| 6M | -3.1% | -27.7% | +24.6% | -2.1% |
| YTD | +10.7% | -10.5% | +21.2% | +7.5% |
| 1Y | +28.4% | +12.5% | +15.9% | +19.6% |
| 3Y | +147.1% | +153.8% | -6.7% | +88.1% |
| 5Y | +167.2% | +288.0% | -120.8% | +77.6% |
| All | +278.0% | +900.0% | -622.0% | +100.5% |
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