+14.0%
RTX vs FTI
+50.1%
-36.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +1.4% | +1.4% | +0.1% | +1.4% |
| 30D | +7.8% | -6.3% | +14.1% | +7.9% |
| 3M | -9.8% | -13.1% | +3.3% | -9.6% |
| 6M | +13.5% | -8.0% | +21.5% | +13.6% |
| YTD | +10.9% | +47.1% | -36.1% | +2.5% |
| 1Y | +14.0% | +50.7% | -36.7% | +5.8% |
| All | +14.0% | +50.1% | -36.1% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling