+167.1%
RTX vs FTI
+1,110.9%
-943.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -10.6% | +12.3% | -22.9% | -12.4% |
| 3M | +11.6% | +13.8% | -2.1% | +8.8% |
| 6M | -4.5% | +24.3% | -28.8% | -8.8% |
| YTD | +9.6% | +75.8% | -66.2% | -2.0% |
| 1Y | +30.8% | +99.6% | -68.8% | +14.0% |
| 3Y | +152.8% | +278.4% | -125.6% | +91.8% |
| 5Y | +167.1% | +1,168.7% | -1,001.6% | +48.0% |
| All | +167.1% | +1,110.9% | -943.8% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling