+150.6%
RTX vs FN
+158.4%
-7.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | -5.2% | -1.7% | -3.5% | -5.1% |
| 30D | -9.4% | -22.0% | +12.6% | -8.8% |
| 3M | +12.3% | -43.0% | +55.3% | +14.3% |
| 6M | -3.1% | -27.7% | +24.6% | -3.1% |
| YTD | +10.7% | -10.5% | +21.2% | +9.0% |
| 1Y | +28.4% | +12.5% | +15.9% | +24.8% |
| All | +150.6% | +158.4% | -7.7% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling