+267.4%
RTX vs FTV
+109.2%
+158.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +4.8% | +3.9% | +0.9% | +2.7% |
| 30D | +6.5% | +18.7% | -12.2% | -2.6% |
| 3M | -9.6% | +10.0% | -19.7% | -14.3% |
| 6M | +12.3% | +14.6% | -2.2% | +3.8% |
| YTD | +9.5% | +23.4% | -14.0% | -4.5% |
| 1Y | +15.8% | +31.3% | -15.4% | -2.5% |
| 3Y | +157.0% | +39.8% | +117.2% | +99.3% |
| 5Y | +148.8% | +17.7% | +131.1% | +109.1% |
| All | +267.4% | +109.2% | +158.2% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling