+153.4%
VMC vs RY
+371.9%
-218.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.4% |
| 7D | -4.3% | +3.1% | -7.4% | -6.5% |
| 30D | -8.2% | -0.3% | -7.9% | -8.2% |
| 3M | -7.0% | +8.7% | -15.7% | -12.8% |
| 6M | -10.8% | +28.5% | -39.3% | -26.0% |
| YTD | -7.4% | +25.1% | -32.5% | -21.8% |
| 1Y | -9.5% | +46.3% | -55.8% | -31.9% |
| 3Y | +20.5% | +154.9% | -134.5% | -41.4% |
| 5Y | +51.6% | +140.3% | -88.7% | -23.5% |
| All | +153.4% | +371.9% | -218.4% | -23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling