+109.8%
FE vs RY
+360.9%
-251.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +0.1% |
| 7D | 0.0% | -0.9% | +0.9% | +0.3% |
| 30D | +5.2% | +5.9% | -0.7% | +2.5% |
| 3M | 0.0% | -4.3% | +4.2% | +1.7% |
| 6M | +5.0% | +12.1% | -7.1% | -0.7% |
| YTD | +7.9% | +20.3% | -12.4% | -1.5% |
| 1Y | +6.3% | +41.0% | -34.7% | -10.0% |
| 3Y | +46.0% | +157.5% | -111.5% | -8.8% |
| 5Y | +45.6% | +123.2% | -77.5% | -3.6% |
| All | +109.8% | +360.9% | -251.0% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling