+46.7%
RY vs VEU
+17.0%
+29.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.1% | +2.0% |
| 7D | +2.5% | +0.2% | +2.2% | +2.3% |
| 30D | +8.4% | -2.1% | +10.6% | +9.7% |
| 3M | +1.2% | -2.7% | +3.9% | +2.7% |
| 6M | +19.4% | +3.2% | +16.2% | +16.7% |
| YTD | +25.4% | +12.6% | +12.9% | +15.7% |
| 1Y | +46.7% | +17.1% | +29.6% | +31.6% |
| All | +46.7% | +17.0% | +29.7% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling