+194.1%
FTI vs RY
+155.6%
+38.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.8% |
| 7D | -7.6% | -0.9% | -6.7% | -7.3% |
| 30D | -7.1% | +5.9% | -13.0% | -10.1% |
| 3M | -8.7% | -4.3% | -4.4% | -6.8% |
| 6M | -14.0% | +12.1% | -26.1% | -20.3% |
| YTD | +42.8% | +20.3% | +22.6% | +26.1% |
| 1Y | +50.4% | +41.0% | +9.4% | +19.2% |
| 3Y | +194.1% | +157.5% | +36.6% | +44.8% |
| All | +194.1% | +155.6% | +38.5% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling