+278.2%
RTX vs FTV
+119.0%
+159.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.1% | +0.2% | -5.4% | -5.3% |
| 30D | +5.1% | +15.7% | -10.5% | -2.6% |
| 3M | -14.8% | +7.5% | -22.3% | -18.3% |
| 6M | +8.0% | +8.5% | -0.4% | +2.8% |
| YTD | +4.5% | +18.8% | -14.3% | -6.9% |
| 1Y | +9.8% | +28.5% | -18.7% | -6.5% |
| 3Y | +144.2% | +34.0% | +110.2% | +94.3% |
| 5Y | +131.4% | +12.6% | +118.8% | +99.5% |
| 10Y | +273.3% | +111.4% | +161.8% | +120.6% |
| All | +278.2% | +119.0% | +159.2% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling