-48.6%
VFC vs RY
+351.1%
-399.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.4% |
| 7D | +1.6% | +0.6% | +1.0% | +1.0% |
| 30D | +25.5% | +5.0% | +20.4% | +19.1% |
| 3M | +41.3% | -5.3% | +46.6% | +49.3% |
| 6M | +22.2% | +13.8% | +8.4% | +6.4% |
| YTD | +16.4% | +21.0% | -4.5% | -4.6% |
| 1Y | +38.4% | +40.5% | -2.1% | -3.1% |
| 3Y | +56.2% | +159.7% | -103.4% | -41.1% |
| 5Y | -68.2% | +124.3% | -192.5% | -86.0% |
| All | -48.6% | +351.1% | -399.7% | -87.3% |
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