+269.0%
RTX vs FTI
+180.1%
+88.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.2% |
| 7D | +1.4% | +1.4% | +0.1% | +1.1% |
| 30D | +7.8% | -6.3% | +14.1% | +9.3% |
| 3M | -9.8% | -13.1% | +3.3% | -6.9% |
| 6M | +13.5% | -8.0% | +21.5% | +14.9% |
| YTD | +10.9% | +47.1% | -36.1% | -1.6% |
| 1Y | +14.0% | +50.7% | -36.7% | +0.3% |
| 3Y | +159.9% | +209.0% | -49.0% | +82.1% |
| 5Y | +151.7% | +847.0% | -695.3% | +19.3% |
| 10Y | +269.0% | +184.3% | +84.7% | +80.6% |
| All | +269.0% | +180.1% | +88.9% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling