-68.6%
VFC vs RY
+371.9%
-440.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.1% |
| 7D | -1.6% | +3.1% | -4.7% | -4.9% |
| 30D | -11.6% | -0.3% | -11.3% | -11.6% |
| 3M | -18.1% | +8.7% | -26.8% | -24.8% |
| 6M | -27.4% | +28.5% | -55.9% | -44.1% |
| YTD | -24.8% | +25.1% | -49.9% | -40.4% |
| 1Y | -8.2% | +46.3% | -54.5% | -38.3% |
| 3Y | -29.1% | +154.9% | -184.0% | -72.6% |
| 5Y | -79.2% | +140.3% | -219.5% | -91.4% |
| All | -68.6% | +371.9% | -440.5% | -92.4% |
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