+228.9%
RTX vs FND
+54.9%
+173.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -2.0% | -5.1% | +3.1% | -1.0% |
| 30D | -11.2% | -22.5% | +11.3% | -6.7% |
| 3M | +12.0% | -5.0% | +17.1% | +12.3% |
| 6M | -3.6% | -21.5% | +18.0% | -0.1% |
| YTD | +9.2% | -23.0% | +32.2% | +13.0% |
| 1Y | +29.7% | -44.9% | +74.6% | +43.1% |
| 3Y | +152.0% | -50.0% | +201.9% | +170.6% |
| 5Y | +165.8% | -63.3% | +229.1% | +193.1% |
| All | +228.9% | +54.9% | +173.9% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FND 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling