+233.3%
RTX vs FND
+66.0%
+167.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -5.2% | -5.2% | +0.1% | -4.2% |
| 30D | -9.4% | -19.9% | +10.5% | -5.5% |
| 3M | +12.3% | +2.7% | +9.6% | +10.7% |
| 6M | -3.1% | -21.7% | +18.6% | +0.4% |
| YTD | +10.7% | -17.5% | +28.2% | +13.0% |
| 1Y | +28.4% | -39.3% | +67.7% | +38.9% |
| 3Y | +147.1% | -49.8% | +196.8% | +166.0% |
| 5Y | +167.2% | -60.1% | +227.3% | +189.3% |
| All | +233.3% | +66.0% | +167.2% | +137.8% |
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