+161.3%
ET vs RY
+355.6%
-194.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | +1.8% | -3.0% | +4.7% | +4.0% |
| 30D | -3.0% | +6.3% | -9.2% | -7.5% |
| 3M | -4.7% | -2.6% | -2.1% | -3.3% |
| 6M | +2.7% | +13.9% | -11.3% | -8.2% |
| YTD | +26.5% | +21.7% | +4.9% | +6.6% |
| 1Y | +25.0% | +40.4% | -15.5% | -6.4% |
| 3Y | +85.4% | +161.3% | -76.0% | -19.2% |
| 5Y | +215.5% | +126.5% | +89.0% | +53.2% |
| 10Y | +161.3% | +354.3% | -193.0% | -16.9% |
| All | +161.3% | +355.6% | -194.3% | -16.9% |
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