+45.8%
EFA vs RY
+122.0%
-76.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | 0.0% |
| 7D | -1.4% | -0.9% | -0.5% | -0.9% |
| 30D | -1.2% | +5.9% | -7.0% | -4.6% |
| 3M | -5.1% | -4.3% | -0.8% | -2.6% |
| 6M | -1.2% | +12.1% | -13.4% | -8.4% |
| YTD | +7.8% | +20.3% | -12.5% | -4.5% |
| 1Y | +12.2% | +41.0% | -28.8% | -10.0% |
| 3Y | +61.5% | +157.5% | -96.0% | -13.3% |
| All | +45.8% | +122.0% | -76.2% | -14.7% |
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 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