+46.4%
FBTC vs RY
+119.3%
-72.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -9.2% | +0.6% | -9.7% | -9.6% |
| 30D | -15.8% | +5.0% | -20.8% | -18.8% |
| 3M | +8.7% | -5.3% | +14.0% | +13.1% |
| 6M | -13.6% | +13.8% | -27.5% | -23.1% |
| YTD | -21.5% | +21.0% | -42.4% | -33.6% |
| 1Y | -29.9% | +40.5% | -70.4% | -47.6% |
| All | +46.4% | +119.3% | -72.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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