+395.7%
EFA vs RY
+3,191.8%
-2,796.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.6% |
| 7D | +0.6% | +3.1% | -2.5% | -1.3% |
| 30D | +0.9% | -0.3% | +1.2% | +1.0% |
| 3M | +4.9% | +8.7% | -3.8% | -0.6% |
| 6M | +8.6% | +28.5% | -20.0% | -7.2% |
| YTD | +14.6% | +25.1% | -10.5% | -0.4% |
| 1Y | +22.6% | +46.3% | -23.7% | -3.3% |
| 3Y | +66.5% | +154.9% | -88.4% | -7.8% |
| 5Y | +54.5% | +140.3% | -85.8% | -11.8% |
| 10Y | +144.8% | +377.0% | -232.3% | -10.0% |
| All | +395.7% | +3,191.8% | -2,796.1% | -38.8% |
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