+429.3%
VFC vs RY
+11,573.6%
-11,144.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.7% |
| 7D | -1.6% | +3.1% | -4.7% | -3.3% |
| 30D | -11.6% | -0.3% | -11.3% | -11.6% |
| 3M | -18.1% | +8.7% | -26.8% | -21.6% |
| 6M | -27.4% | +28.5% | -55.9% | -36.4% |
| YTD | -24.8% | +25.1% | -49.9% | -33.2% |
| 1Y | -8.2% | +46.3% | -54.5% | -25.0% |
| 3Y | -29.1% | +154.9% | -184.0% | -56.1% |
| 5Y | -79.2% | +140.3% | -219.5% | -86.6% |
| 10Y | -68.1% | +377.0% | -445.1% | -84.7% |
| All | +429.3% | +11,573.6% | -11,144.4% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling