+910.0%
RY vs VIG
+630.3%
+279.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -0.9% | -1.8% | +0.9% | +1.0% |
| 30D | +5.9% | +2.7% | +3.2% | +3.0% |
| 3M | -4.3% | 0.0% | -4.2% | -4.2% |
| 6M | +12.1% | +6.8% | +5.4% | +4.9% |
| YTD | +20.3% | +12.1% | +8.2% | +6.9% |
| 1Y | +41.0% | +14.8% | +26.2% | +22.3% |
| 3Y | +157.5% | +62.4% | +95.1% | +54.8% |
| 5Y | +123.2% | +59.6% | +63.6% | +35.4% |
| 10Y | +365.7% | +261.5% | +104.2% | +12.0% |
| All | +910.0% | +630.3% | +279.6% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling