+55.9%
VFC vs RY
+161.8%
-105.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -1.2% |
| 7D | -1.4% | -3.0% | +1.6% | +2.5% |
| 30D | +30.7% | +6.3% | +24.5% | +20.7% |
| 3M | +40.6% | -2.6% | +43.2% | +44.8% |
| 6M | +16.5% | +13.9% | +2.5% | -2.5% |
| YTD | +16.2% | +21.7% | -5.5% | -10.8% |
| 1Y | +42.4% | +40.4% | +2.0% | -9.8% |
| All | +55.9% | +161.8% | -105.9% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling