+706.4%
VFC vs RY
+11,121.0%
-10,414.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.9% |
| 7D | +11.2% | -0.9% | +12.1% | +11.8% |
| 30D | +41.5% | +5.9% | +35.7% | +37.2% |
| 3M | +38.9% | -4.3% | +43.2% | +42.2% |
| 6M | +6.1% | +12.1% | -6.0% | -0.1% |
| YTD | +14.5% | +20.3% | -5.7% | +4.1% |
| 1Y | +46.0% | +41.0% | +4.9% | +21.8% |
| 3Y | +36.4% | +157.5% | -121.2% | -16.0% |
| 5Y | -67.5% | +123.2% | -190.7% | -78.2% |
| 10Y | -45.8% | +365.7% | -411.5% | -73.6% |
| All | +706.4% | +11,121.0% | -10,414.6% | +49.4% |
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 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