+350.6%
RY vs EFV
+159.5%
+191.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -1.4% |
| 7D | -0.6% | +2.1% | -2.7% | -2.4% |
| 30D | +6.1% | +3.1% | +3.1% | +3.5% |
| 3M | -3.4% | -1.3% | -2.1% | -2.3% |
| 6M | +12.8% | +6.0% | +6.8% | +7.2% |
| YTD | +21.0% | +15.8% | +5.2% | +6.3% |
| 1Y | +40.5% | +21.1% | +19.4% | +18.7% |
| 3Y | +159.9% | +91.0% | +68.9% | +46.1% |
| 5Y | +125.0% | +94.3% | +30.7% | +24.0% |
| 10Y | +350.6% | +160.4% | +190.1% | +85.3% |
| All | +350.6% | +159.5% | +191.0% | +85.3% |
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