+141.9%
RY vs VEU
+56.2%
+85.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.1% |
| 7D | +3.1% | +1.1% | +2.0% | +2.3% |
| 30D | -0.3% | +2.2% | -2.5% | -1.9% |
| 3M | +8.7% | +3.0% | +5.7% | +6.0% |
| 6M | +28.5% | +10.9% | +17.7% | +18.1% |
| YTD | +25.1% | +18.2% | +6.9% | +9.1% |
| 1Y | +46.3% | +28.3% | +18.0% | +19.3% |
| 3Y | +154.9% | +74.6% | +80.3% | +60.3% |
| All | +141.9% | +56.2% | +85.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling