+374.0%
RY vs EFV
+167.0%
+207.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -2.9% | -2.0% | -0.9% | -1.2% |
| 30D | -2.0% | -0.2% | -1.9% | -1.9% |
| 3M | +4.9% | +9.1% | -4.3% | -2.7% |
| 6M | +26.1% | +11.7% | +14.4% | +14.5% |
| YTD | +22.4% | +17.0% | +5.3% | +6.5% |
| 1Y | +44.7% | +26.7% | +18.0% | +17.6% |
| 3Y | +155.7% | +90.2% | +65.5% | +44.6% |
| 5Y | +137.7% | +96.1% | +41.6% | +30.1% |
| All | +374.0% | +167.0% | +207.0% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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