-50.2%
VFC vs RY
+351.8%
-402.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.5% |
| 7D | -1.4% | -0.5% | -0.9% | -0.8% |
| 30D | +24.6% | +4.7% | +19.9% | +18.6% |
| 3M | +38.4% | -4.5% | +42.9% | +44.9% |
| 6M | +15.3% | +12.5% | +2.7% | +1.6% |
| YTD | +12.7% | +21.1% | -8.4% | -7.8% |
| 1Y | +32.7% | +38.6% | -6.0% | -5.8% |
| 3Y | +43.7% | +160.2% | -116.5% | -45.9% |
| 5Y | -69.2% | +124.7% | -193.9% | -86.5% |
| All | -50.2% | +351.8% | -402.1% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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