+141.9%
RY vs VCLT
-15.0%
+156.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +3.1% | -0.5% | +3.6% | +3.3% |
| 30D | -0.3% | -0.9% | +0.5% | 0.0% |
| 3M | +8.7% | -3.2% | +11.9% | +10.0% |
| 6M | +28.5% | -3.8% | +32.4% | +30.4% |
| YTD | +25.1% | -2.0% | +27.1% | +26.0% |
| 1Y | +46.3% | -0.8% | +47.1% | +46.7% |
| 3Y | +154.9% | +12.3% | +142.7% | +144.5% |
| All | +141.9% | -15.0% | +156.9% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling