+211.6%
FTI vs RY
+160.3%
+51.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.2% | +2.1% |
| 7D | +4.3% | +0.6% | +3.7% | +4.0% |
| 30D | -4.7% | +5.0% | -9.7% | -7.3% |
| 3M | -13.5% | -5.3% | -8.2% | -11.2% |
| 6M | -8.7% | +13.8% | -22.5% | -16.1% |
| YTD | +49.0% | +21.0% | +28.1% | +31.4% |
| 1Y | +54.0% | +40.5% | +13.5% | +22.9% |
| 3Y | +211.6% | +159.7% | +52.0% | +54.8% |
| All | +211.6% | +160.3% | +51.4% | +54.8% |
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