+38.1%
VMC vs RY
+161.8%
-123.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -4.3% | -3.0% | -1.3% | -2.7% |
| 30D | +16.2% | +6.3% | +10.0% | +12.9% |
| 3M | -0.8% | -2.6% | +1.8% | +0.4% |
| 6M | +1.2% | +13.9% | -12.8% | -5.6% |
| YTD | +0.5% | +21.7% | -21.2% | -9.5% |
| 1Y | -2.9% | +40.4% | -43.3% | -18.5% |
| All | +38.1% | +161.8% | -123.7% | -11.2% |
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