+808.3%
RY vs VEU
+192.1%
+616.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.2% |
| 7D | +3.1% | +1.1% | +2.0% | +2.1% |
| 30D | -0.3% | +2.2% | -2.5% | -2.2% |
| 3M | +8.7% | +3.0% | +5.7% | +5.5% |
| 6M | +28.5% | +10.9% | +17.7% | +16.7% |
| YTD | +25.1% | +18.2% | +6.9% | +7.3% |
| 1Y | +46.3% | +28.3% | +18.0% | +16.8% |
| 3Y | +154.9% | +74.6% | +80.3% | +55.0% |
| 5Y | +140.3% | +56.4% | +83.9% | +59.8% |
| 10Y | +377.0% | +153.0% | +224.0% | +107.8% |
| All | +808.3% | +192.1% | +616.2% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling