+70.2%
EFX vs RY
+360.9%
-290.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.4% |
| 7D | +2.7% | -0.9% | +3.6% | +3.3% |
| 30D | +33.1% | +5.9% | +27.3% | +28.3% |
| 3M | +8.2% | -4.3% | +12.4% | +11.0% |
| 6M | +10.2% | +12.1% | -2.0% | +1.4% |
| YTD | -11.8% | +20.3% | -32.1% | -22.7% |
| 1Y | -6.1% | +41.0% | -47.1% | -26.1% |
| 3Y | +7.5% | +157.5% | -150.0% | -43.4% |
| 5Y | -30.7% | +123.2% | -153.9% | -60.2% |
| All | +70.2% | +360.9% | -290.7% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling