+762.4%
FTI vs RY
+122.0%
+640.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +4.1% |
| 7D | -7.6% | -0.9% | -6.7% | -7.1% |
| 30D | -7.1% | +5.9% | -13.0% | -11.4% |
| 3M | -8.7% | -4.3% | -4.4% | -6.0% |
| 6M | -14.0% | +12.1% | -26.1% | -22.5% |
| YTD | +42.8% | +20.3% | +22.6% | +20.7% |
| 1Y | +50.4% | +41.0% | +9.4% | +10.5% |
| 3Y | +194.1% | +157.5% | +36.6% | +20.2% |
| All | +762.4% | +122.0% | +640.4% | +298.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling