+366.9%
ETR vs RY
+367.8%
-0.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.4% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +8.7% | +7.1% | +1.7% | +5.2% |
| 3M | +4.9% | -2.7% | +7.6% | +6.2% |
| 6M | +0.8% | +13.8% | -13.0% | -5.7% |
| YTD | +23.1% | +22.1% | +1.1% | +11.0% |
| 1Y | +17.9% | +43.1% | -25.2% | -1.9% |
| 3Y | +154.5% | +163.6% | -9.1% | +52.0% |
| 5Y | +160.3% | +126.2% | +34.0% | +66.4% |
| 10Y | +366.9% | +358.7% | +8.2% | +95.1% |
| All | +366.9% | +367.8% | -0.8% | +95.1% |
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