+375.5%
RY vs VCLT
+16.9%
+358.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.9% | +0.1% | -2.0% | -1.9% |
| 3M | +5.1% | -2.9% | +8.0% | +6.2% |
| 6M | +28.2% | -4.0% | +32.1% | +30.0% |
| YTD | +22.9% | -2.2% | +25.1% | +23.8% |
| 1Y | +45.5% | -2.6% | +48.1% | +46.8% |
| 3Y | +156.7% | +12.3% | +144.4% | +146.2% |
| 5Y | +137.7% | -16.4% | +154.1% | +148.0% |
| 10Y | +375.5% | +18.1% | +357.5% | +383.0% |
| All | +375.5% | +16.9% | +358.6% | +383.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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