+1,364.7%
RTX vs FTI
+2,165.1%
-800.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -5.2% | +5.3% | -10.4% | -6.6% |
| 30D | -9.4% | +15.3% | -24.7% | -13.1% |
| 3M | +12.3% | +15.8% | -3.5% | +7.1% |
| 6M | -3.1% | +22.6% | -25.7% | -9.5% |
| YTD | +10.7% | +79.5% | -68.9% | -7.4% |
| 1Y | +28.4% | +102.0% | -73.6% | +3.6% |
| 3Y | +147.1% | +315.8% | -168.8% | +56.3% |
| 5Y | +167.2% | +1,129.5% | -962.3% | +14.8% |
| 10Y | +274.7% | +320.9% | -46.2% | +87.5% |
| All | +1,364.7% | +2,165.1% | -800.5% | +211.3% |
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