+351.4%
RY vs VCLT
+23.6%
+327.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +6.3% | +2.8% | +3.5% | +5.2% |
| 3M | -2.6% | -0.4% | -2.2% | -2.5% |
| 6M | +13.9% | -3.1% | +17.0% | +15.2% |
| YTD | +21.7% | -2.7% | +24.3% | +22.9% |
| 1Y | +40.4% | -3.7% | +44.1% | +42.3% |
| 3Y | +161.3% | +15.6% | +145.8% | +148.4% |
| 5Y | +126.5% | -15.8% | +142.2% | +136.0% |
| All | +351.4% | +23.6% | +327.7% | +361.8% |
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