+18.0%
FTV vs RY
+123.4%
-105.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +3.9% | +0.6% | +3.3% | +3.5% |
| 30D | +18.7% | +5.0% | +13.6% | +15.0% |
| 3M | +10.0% | -5.3% | +15.3% | +13.9% |
| 6M | +14.6% | +13.8% | +0.7% | +4.9% |
| YTD | +23.4% | +21.0% | +2.5% | +8.2% |
| 1Y | +31.3% | +40.5% | -9.2% | +4.0% |
| 3Y | +39.8% | +159.7% | -119.9% | -29.7% |
| All | +18.0% | +123.4% | -105.4% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling