+15.8%
RTX vs FND
-24.7%
+40.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +4.8% | -6.8% | +11.6% | +5.4% |
| 30D | +6.5% | +8.0% | -1.5% | +5.6% |
| 3M | -9.6% | -18.9% | +9.3% | -7.9% |
| 6M | +12.3% | +4.7% | +7.6% | +10.8% |
| YTD | +9.5% | -21.6% | +31.0% | +10.5% |
| 1Y | +15.8% | -22.0% | +37.9% | +17.2% |
| All | +15.8% | -24.7% | +40.5% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling