-1.1%
FTV vs RY
+154.9%
-156.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -4.5% | +3.1% | -7.6% | -6.1% |
| 30D | -7.1% | -0.3% | -6.7% | -6.9% |
| 3M | -7.2% | +8.7% | -15.8% | -11.3% |
| 6M | -1.5% | +28.5% | -30.0% | -14.4% |
| YTD | +3.5% | +25.1% | -21.6% | -8.7% |
| 1Y | +20.3% | +46.3% | -25.9% | -2.9% |
| All | -1.1% | +154.9% | -156.0% | -41.7% |
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