+234.1%
RTX vs FND
+68.8%
+165.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.4% | -4.4% | +5.8% | +2.3% |
| 30D | +7.8% | +14.5% | -6.7% | +4.6% |
| 3M | -9.8% | -15.6% | +5.8% | -7.2% |
| 6M | +13.5% | +4.7% | +8.8% | +10.9% |
| YTD | +10.9% | -16.1% | +27.1% | +12.3% |
| 1Y | +14.0% | -16.0% | +30.0% | +15.1% |
| 3Y | +159.9% | -35.5% | +195.4% | +162.9% |
| 5Y | +151.7% | -60.5% | +212.2% | +173.7% |
| All | +234.1% | +68.8% | +165.3% | +136.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling