+267.4%
RTX vs FTI
+189.4%
+78.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | +4.8% | +4.3% | +0.5% | +3.6% |
| 30D | +6.5% | -4.7% | +11.2% | +7.5% |
| 3M | -9.6% | -13.5% | +3.9% | -6.6% |
| 6M | +12.3% | -8.7% | +21.0% | +13.9% |
| YTD | +9.5% | +49.0% | -39.6% | -3.2% |
| 1Y | +15.8% | +54.0% | -38.2% | +1.4% |
| 3Y | +157.0% | +211.6% | -54.6% | +79.7% |
| 5Y | +148.8% | +881.9% | -733.1% | +16.7% |
| All | +267.4% | +189.4% | +78.0% | +79.0% |
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