+125.1%
RY vs VIG
+64.4%
+60.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +3.5% | -2.9% | -2.3% |
| 30D | +5.0% | +4.9% | +0.1% | +0.9% |
| 3M | -5.3% | +2.5% | -7.8% | -7.2% |
| 6M | +13.8% | +11.0% | +2.8% | +4.4% |
| YTD | +21.0% | +16.0% | +5.0% | +7.0% |
| 1Y | +40.5% | +17.5% | +22.9% | +22.9% |
| 3Y | +159.7% | +67.0% | +92.7% | +68.7% |
| All | +125.1% | +64.4% | +60.7% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling