+36.4%
VFC vs RY
+155.6%
-119.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.8% |
| 7D | +11.2% | -0.9% | +12.1% | +12.5% |
| 30D | +41.5% | +5.9% | +35.7% | +31.4% |
| 3M | +38.9% | -4.3% | +43.2% | +46.3% |
| 6M | +6.1% | +12.1% | -6.0% | -9.2% |
| YTD | +14.5% | +20.3% | -5.7% | -10.7% |
| 1Y | +46.0% | +41.0% | +4.9% | -8.1% |
| 3Y | +36.4% | +157.5% | -121.2% | -62.8% |
| All | +36.4% | +155.6% | -119.2% | -62.8% |
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