+167.1%
RTX vs FTV
+4.3%
+162.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -10.6% | -8.3% | -2.2% | -8.4% |
| 3M | +11.6% | -7.4% | +19.0% | +13.8% |
| 6M | -4.5% | -1.2% | -3.3% | -4.5% |
| YTD | +9.6% | +2.7% | +6.9% | +7.6% |
| 1Y | +30.8% | +18.4% | +12.4% | +22.6% |
| 3Y | +152.8% | -2.0% | +154.9% | +148.0% |
| 5Y | +167.1% | +3.4% | +163.7% | +147.6% |
| All | +167.1% | +4.3% | +162.8% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling