+141.9%
RY vs VIG
+63.1%
+78.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +3.1% | -0.4% | +3.5% | +3.5% |
| 30D | -0.3% | -1.0% | +0.6% | +0.5% |
| 3M | +8.7% | +2.8% | +5.9% | +6.2% |
| 6M | +28.5% | +8.2% | +20.3% | +20.5% |
| YTD | +25.1% | +11.0% | +14.1% | +14.8% |
| 1Y | +46.3% | +16.1% | +30.1% | +29.3% |
| 3Y | +154.9% | +56.2% | +98.8% | +75.2% |
| All | +141.9% | +63.1% | +78.8% | +57.2% |
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