+373.9%
RY vs VIG
+240.3%
+133.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | +2.7% | -0.4% | +3.1% | +3.1% |
| 30D | -1.0% | -2.1% | +1.1% | +0.8% |
| 3M | +7.6% | +3.3% | +4.3% | +4.6% |
| 6M | +29.5% | +9.3% | +20.2% | +19.9% |
| YTD | +24.2% | +10.1% | +14.0% | +14.1% |
| 1Y | +46.4% | +14.7% | +31.7% | +29.9% |
| 3Y | +159.4% | +56.9% | +102.5% | +74.3% |
| 5Y | +141.8% | +62.9% | +78.9% | +56.3% |
| 10Y | +373.9% | +241.3% | +132.6% | +62.7% |
| All | +373.9% | +240.3% | +133.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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