+178.2%
FTI vs RY
+360.9%
-182.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +4.5% |
| 7D | -7.6% | -0.9% | -6.7% | -7.0% |
| 30D | -7.1% | +5.9% | -13.0% | -13.1% |
| 3M | -8.7% | -4.3% | -4.4% | -5.1% |
| 6M | -14.0% | +12.1% | -26.1% | -25.6% |
| YTD | +42.8% | +20.3% | +22.6% | +13.3% |
| 1Y | +50.4% | +41.0% | +9.4% | -0.8% |
| 3Y | +194.1% | +157.5% | +36.6% | -7.7% |
| 5Y | +775.2% | +123.2% | +652.0% | +225.1% |
| All | +178.2% | +360.9% | -182.7% | -39.5% |
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 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