+2,159.9%
FTI vs RY
+3,330.9%
-1,171.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.3% |
| 7D | +5.3% | +3.1% | +2.2% | +2.6% |
| 30D | +15.3% | -0.3% | +15.7% | +15.5% |
| 3M | +15.8% | +8.7% | +7.1% | +7.4% |
| 6M | +22.6% | +28.5% | -6.0% | -1.6% |
| YTD | +79.5% | +25.1% | +54.4% | +47.2% |
| 1Y | +102.0% | +46.3% | +55.7% | +44.9% |
| 3Y | +315.8% | +154.9% | +160.9% | +84.1% |
| 5Y | +1,129.5% | +140.3% | +989.2% | +480.2% |
| 10Y | +320.9% | +377.0% | -56.1% | +25.0% |
| All | +2,159.9% | +3,330.9% | -1,171.0% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling