+1,301.0%
RY vs EFV
+240.5%
+1,060.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.3% |
| 30D | +5.9% | +0.9% | +5.0% | +5.2% |
| 3M | -4.3% | -3.6% | -0.7% | -1.4% |
| 6M | +12.1% | +2.5% | +9.6% | +9.8% |
| YTD | +20.3% | +13.2% | +7.1% | +8.4% |
| 1Y | +41.0% | +20.3% | +20.7% | +20.9% |
| 3Y | +157.5% | +84.9% | +72.6% | +54.6% |
| 5Y | +123.2% | +87.7% | +35.5% | +32.0% |
| 10Y | +365.7% | +160.7% | +205.0% | +109.3% |
| All | +1,301.0% | +240.5% | +1,060.4% | +440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling