+39.7%
FTV vs RY
+161.8%
-122.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | -0.1% |
| 7D | -0.7% | -3.0% | +2.3% | +1.1% |
| 30D | +18.3% | +6.3% | +12.1% | +14.6% |
| 3M | +10.2% | -2.6% | +12.8% | +11.7% |
| 6M | +12.8% | +13.9% | -1.1% | +4.9% |
| YTD | +23.4% | +21.7% | +1.7% | +10.2% |
| 1Y | +31.4% | +40.4% | -9.0% | +8.1% |
| All | +39.7% | +161.8% | -122.1% | -17.5% |
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