+1,332.0%
RTX vs FTI
+1,715.2%
-383.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | -3.2% | -4.3% | +1.1% | -2.0% |
| 30D | +5.6% | -8.0% | +13.6% | +7.7% |
| 3M | -11.7% | -8.0% | -3.6% | -10.1% |
| 6M | +12.3% | -8.7% | +21.0% | +14.0% |
| YTD | +8.2% | +43.9% | -35.7% | -4.1% |
| 1Y | +12.6% | +49.8% | -37.2% | -1.5% |
| 3Y | +152.8% | +211.7% | -58.9% | +73.4% |
| 5Y | +140.2% | +781.6% | -641.3% | +13.9% |
| 10Y | +273.8% | +180.2% | +93.6% | +109.7% |
| All | +1,332.0% | +1,715.2% | -383.2% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling