-3.1%
RTX vs FPS
-8.3%
+5.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.1% | -0.7% |
| 7D | -5.2% | +3.1% | -8.3% | -5.3% |
| 30D | -9.4% | -18.6% | +9.2% | -8.9% |
| 3M | +12.3% | -51.5% | +63.8% | +14.7% |
| 6M | -3.1% | -8.5% | +5.4% | -4.1% |
| All | -3.1% | -8.3% | +5.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 6mo: compounded portfolio wealth divided by compounded FPS 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…
6mo analysis · Full analysis span regression · 6 months rolling