+178.4%
FTI vs RY
+351.8%
-173.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | +5.4% | -0.5% | +6.0% | +5.9% |
| 30D | -8.2% | +4.7% | -12.9% | -13.1% |
| 3M | -13.7% | -4.5% | -9.2% | -10.0% |
| 6M | -11.2% | +12.5% | -23.7% | -23.5% |
| YTD | +46.0% | +21.1% | +24.8% | +14.9% |
| 1Y | +51.8% | +38.6% | +13.1% | +2.2% |
| 3Y | +206.7% | +160.2% | +46.6% | -4.8% |
| 5Y | +862.0% | +124.7% | +737.3% | +255.0% |
| All | +178.4% | +351.8% | -173.5% | -38.4% |
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