+291.1%
ETR vs RY
+371.6%
-80.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.5% |
| 7D | +1.4% | +2.7% | -1.3% | +0.1% |
| 30D | +1.9% | -1.0% | +2.8% | +2.3% |
| 3M | +1.0% | +7.6% | -6.7% | -2.8% |
| 6M | +4.8% | +29.5% | -24.6% | -8.0% |
| YTD | +19.5% | +24.2% | -4.6% | +6.9% |
| 1Y | +28.1% | +46.4% | -18.3% | +5.3% |
| 3Y | +151.1% | +159.4% | -8.3% | +51.0% |
| 5Y | +125.2% | +141.8% | -16.7% | +38.5% |
| 10Y | +291.1% | +373.9% | -82.8% | +56.1% |
| All | +291.1% | +371.6% | -80.5% | +56.1% |
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