+373.3%
ETR vs RY
+351.8%
+21.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +1.5% | -0.5% | +2.0% | +1.8% |
| 30D | +6.6% | +4.7% | +1.9% | +4.2% |
| 3M | +4.4% | -4.5% | +8.9% | +6.6% |
| 6M | -0.3% | +12.5% | -12.8% | -6.2% |
| YTD | +23.3% | +21.1% | +2.2% | +11.5% |
| 1Y | +18.9% | +38.6% | -19.8% | +0.4% |
| 3Y | +155.5% | +160.2% | -4.7% | +53.5% |
| 5Y | +159.9% | +124.7% | +35.2% | +66.7% |
| All | +373.3% | +351.8% | +21.4% | +99.2% |
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