+165.9%
ET vs RY
+371.9%
-206.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.8% |
| 7D | +0.9% | +3.1% | -2.2% | -1.5% |
| 30D | +7.5% | -0.3% | +7.8% | +7.6% |
| 3M | +11.4% | +8.7% | +2.8% | +3.8% |
| 6M | +18.5% | +28.5% | -10.0% | -3.7% |
| YTD | +37.4% | +25.1% | +12.3% | +13.6% |
| 1Y | +30.9% | +46.3% | -15.4% | -4.9% |
| 3Y | +98.7% | +154.9% | -56.2% | -11.8% |
| 5Y | +230.7% | +140.3% | +90.4% | +52.1% |
| All | +165.9% | +371.9% | -206.0% | -32.5% |
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