+134.3%
RTX vs FN
+148.3%
-14.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -14.2% | +10.9% | -2.5% |
| 7D | -3.8% | -16.0% | +12.2% | -3.0% |
| 30D | +4.7% | -40.1% | +44.8% | +7.3% |
| 3M | -13.4% | -43.9% | +30.5% | -11.2% |
| 6M | +11.8% | -55.6% | +67.5% | +15.7% |
| YTD | +5.8% | -35.7% | +41.4% | +5.4% |
| 1Y | +11.9% | -39.8% | +51.7% | +11.8% |
| 3Y | +146.3% | +80.3% | +66.0% | +117.1% |
| 5Y | +134.3% | +143.3% | -9.0% | +88.1% |
| All | +134.3% | +148.3% | -14.0% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling