-48.5%
VFC vs RY
+355.6%
-404.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -1.1% |
| 7D | -1.4% | -3.0% | +1.6% | +1.8% |
| 30D | +30.7% | +6.3% | +24.5% | +22.5% |
| 3M | +40.6% | -2.6% | +43.2% | +44.1% |
| 6M | +16.5% | +13.9% | +2.5% | +1.2% |
| YTD | +16.2% | +21.7% | -5.5% | -5.4% |
| 1Y | +42.4% | +40.4% | +2.0% | -0.2% |
| 3Y | +48.1% | +161.3% | -113.3% | -44.5% |
| 5Y | -67.8% | +126.5% | -194.3% | -86.0% |
| 10Y | -48.5% | +354.3% | -402.8% | -87.4% |
| All | -48.5% | +355.6% | -404.1% | -87.4% |
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