+93.9%
FTV vs RY
+409.4%
-315.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -4.5% | +3.1% | -7.6% | -6.7% |
| 30D | -7.1% | -0.3% | -6.7% | -6.9% |
| 3M | -7.2% | +8.7% | -15.8% | -13.1% |
| 6M | -1.5% | +28.5% | -30.0% | -19.1% |
| YTD | +3.5% | +25.1% | -21.6% | -13.3% |
| 1Y | +20.3% | +46.3% | -25.9% | -10.8% |
| 3Y | -3.1% | +154.9% | -158.1% | -54.5% |
| 5Y | +2.3% | +140.3% | -137.9% | -50.0% |
| 10Y | +76.3% | +377.0% | -300.7% | -49.0% |
| All | +93.9% | +409.4% | -315.5% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling