+280.0%
RTX vs FTI
+301.2%
-21.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.0% |
| 7D | -2.0% | -5.6% | +3.6% | -0.5% |
| 30D | -11.2% | +0.4% | -11.6% | -11.4% |
| 3M | +12.0% | +8.1% | +3.9% | +9.2% |
| 6M | -3.6% | +16.7% | -20.3% | -8.4% |
| YTD | +9.2% | +70.0% | -60.8% | -6.3% |
| 1Y | +29.7% | +85.4% | -55.7% | +8.4% |
| 3Y | +152.0% | +265.9% | -114.0% | +69.1% |
| 5Y | +165.8% | +1,072.7% | -907.0% | +18.7% |
| All | +280.0% | +301.2% | -21.2% | +75.0% |
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