+102.1%
FTV vs RY
+360.9%
-258.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.9% |
| 7D | +0.2% | -0.9% | +1.1% | +0.9% |
| 30D | +15.7% | +5.9% | +9.8% | +10.9% |
| 3M | +7.5% | -4.3% | +11.8% | +11.0% |
| 6M | +8.5% | +12.1% | -3.7% | -0.9% |
| YTD | +18.8% | +20.3% | -1.5% | +2.5% |
| 1Y | +28.5% | +41.0% | -12.5% | -2.0% |
| 3Y | +34.0% | +157.5% | -123.5% | -37.7% |
| 5Y | +12.6% | +123.2% | -110.6% | -41.7% |
| All | +102.1% | +360.9% | -258.8% | -34.8% |
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 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