+773.1%
RY vs VEU
+168.5%
+604.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -0.9% | -1.6% | +0.7% | +0.5% |
| 30D | +5.9% | -4.3% | +10.2% | +9.9% |
| 3M | -4.3% | -5.8% | +1.6% | +0.7% |
| 6M | +12.1% | -4.4% | +16.5% | +15.8% |
| YTD | +20.3% | +8.7% | +11.6% | +10.8% |
| 1Y | +41.0% | +12.6% | +28.4% | +25.9% |
| 3Y | +157.5% | +65.2% | +92.3% | +63.9% |
| 5Y | +123.2% | +45.5% | +77.6% | +57.8% |
| 10Y | +365.7% | +142.7% | +223.0% | +110.2% |
| All | +773.1% | +168.5% | +604.6% | +236.5% |
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