+108.4%
FTV vs RY
+351.8%
-243.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +3.7% | -0.5% | +4.3% | +4.1% |
| 30D | +16.8% | +4.7% | +12.1% | +12.9% |
| 3M | +10.4% | -4.5% | +14.9% | +14.1% |
| 6M | +12.8% | +12.5% | +0.3% | +2.8% |
| YTD | +23.3% | +21.1% | +2.2% | +5.8% |
| 1Y | +31.0% | +38.6% | -7.7% | +1.2% |
| 3Y | +38.6% | +160.2% | -121.6% | -36.0% |
| 5Y | +17.6% | +124.7% | -107.1% | -39.4% |
| All | +108.4% | +351.8% | -243.5% | -32.3% |
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