+24.2%
VMC vs RY
+154.9%
-130.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -4.3% | +3.1% | -7.4% | -5.8% |
| 30D | -8.2% | -0.3% | -7.9% | -8.2% |
| 3M | -7.0% | +8.7% | -15.7% | -11.1% |
| 6M | -10.8% | +28.5% | -39.3% | -21.7% |
| YTD | -7.4% | +25.1% | -32.5% | -17.8% |
| 1Y | -9.5% | +46.3% | -55.8% | -25.6% |
| All | +24.2% | +154.9% | -130.7% | -23.3% |
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