+13.5%
RTX vs FN
-24.2%
+37.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.1% |
| 7D | -1.7% | -4.1% | +2.3% | -1.7% |
| 30D | +7.7% | -28.3% | +36.0% | +8.2% |
| 3M | -10.3% | -33.9% | +23.5% | -10.1% |
| 6M | +14.6% | -43.9% | +58.5% | +14.9% |
| YTD | +10.4% | -23.4% | +33.8% | +5.4% |
| 1Y | +13.5% | -25.4% | +38.9% | +7.5% |
| All | +13.5% | -24.2% | +37.8% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling