+297.5%
FTI vs RY
+371.6%
-74.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.3% |
| 7D | -0.2% | +2.7% | -2.9% | -3.1% |
| 30D | +12.3% | -1.0% | +13.3% | +13.4% |
| 3M | +13.8% | +7.6% | +6.1% | +3.9% |
| 6M | +24.3% | +29.5% | -5.2% | -8.3% |
| YTD | +75.8% | +24.2% | +51.6% | +35.6% |
| 1Y | +99.6% | +46.4% | +53.2% | +27.2% |
| 3Y | +278.4% | +159.4% | +119.0% | +18.3% |
| 5Y | +1,168.7% | +141.8% | +1,026.8% | +332.2% |
| 10Y | +297.5% | +373.9% | -76.4% | -24.8% |
| All | +297.5% | +371.6% | -74.1% | -24.8% |
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