+6.1%
VFC vs RY
+13.2%
-7.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.3% |
| 7D | +11.2% | -0.9% | +12.1% | +12.2% |
| 30D | +41.5% | +5.9% | +35.7% | +34.4% |
| 3M | +38.9% | -4.3% | +43.2% | +45.2% |
| 6M | +6.1% | +12.1% | -6.0% | +2.8% |
| All | +6.1% | +13.2% | -7.0% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling