+113.9%
FE vs RY
+371.9%
-258.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +1.9% | +3.1% | -1.2% | +0.6% |
| 30D | -1.2% | -0.3% | -0.8% | -1.1% |
| 3M | +3.5% | +8.7% | -5.2% | -0.6% |
| 6M | -6.1% | +28.5% | -34.6% | -16.6% |
| YTD | +7.6% | +25.1% | -17.5% | -3.4% |
| 1Y | +11.9% | +46.3% | -34.4% | -6.8% |
| 3Y | +48.4% | +154.9% | -106.5% | -6.8% |
| 5Y | +44.8% | +140.3% | -95.5% | -7.6% |
| All | +113.9% | +371.9% | -258.0% | -7.6% |
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