+1,357.5%
RY vs EFV
+258.8%
+1,098.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.1% | +1.5% | +1.6% | +1.9% |
| 30D | -0.3% | +1.7% | -2.1% | -1.7% |
| 3M | +8.7% | +8.6% | 0.0% | +1.5% |
| 6M | +28.5% | +11.7% | +16.9% | +17.2% |
| YTD | +25.1% | +19.3% | +5.8% | +8.0% |
| 1Y | +46.3% | +30.2% | +16.1% | +17.5% |
| 3Y | +154.9% | +91.6% | +63.4% | +48.8% |
| 5Y | +140.3% | +96.4% | +43.9% | +36.9% |
| 10Y | +377.0% | +166.5% | +210.6% | +110.3% |
| All | +1,357.5% | +258.8% | +1,098.7% | +438.8% |
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