+152.8%
RTX vs FTI
+210.5%
-57.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | -3.2% | -4.3% | +1.1% | -2.6% |
| 30D | +5.6% | -8.0% | +13.6% | +6.6% |
| 3M | -11.7% | -8.0% | -3.6% | -10.9% |
| 6M | +12.3% | -8.7% | +21.0% | +13.1% |
| YTD | +8.2% | +43.9% | -35.7% | -0.1% |
| 1Y | +12.6% | +49.8% | -37.2% | +3.1% |
| 3Y | +152.8% | +211.7% | -58.9% | +109.4% |
| All | +152.8% | +210.5% | -57.7% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling