+13.5%
FTV vs RY
+122.0%
-108.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.8% |
| 7D | +0.2% | -0.9% | +1.1% | +0.9% |
| 30D | +15.7% | +5.9% | +9.8% | +11.6% |
| 3M | +7.5% | -4.3% | +11.8% | +10.5% |
| 6M | +8.5% | +12.1% | -3.7% | +0.3% |
| YTD | +18.8% | +20.3% | -1.5% | +4.6% |
| 1Y | +28.5% | +41.0% | -12.5% | +1.5% |
| 3Y | +34.0% | +157.5% | -123.5% | -32.3% |
| All | +13.5% | +122.0% | -108.5% | -36.1% |
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