+159.7%
RY vs VCLT
+14.4%
+145.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +0.6% | -2.3% | +2.8% | +1.8% |
| 30D | +5.0% | +0.8% | +4.3% | +4.6% |
| 3M | -5.3% | -2.7% | -2.6% | -3.9% |
| 6M | +13.8% | -4.3% | +18.1% | +16.5% |
| YTD | +21.0% | -4.3% | +25.3% | +23.7% |
| 1Y | +40.5% | -4.4% | +44.9% | +43.7% |
| 3Y | +159.7% | +13.8% | +145.9% | +154.0% |
| All | +159.7% | +14.4% | +145.2% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling