+950.7%
RY vs VIG
+623.5%
+327.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +3.1% | -0.4% | +3.5% | +3.6% |
| 30D | -0.3% | -1.0% | +0.6% | +0.7% |
| 3M | +8.7% | +2.8% | +5.9% | +5.6% |
| 6M | +28.5% | +8.2% | +20.3% | +18.5% |
| YTD | +25.1% | +11.0% | +14.1% | +12.3% |
| 1Y | +46.3% | +16.1% | +30.1% | +25.3% |
| 3Y | +154.9% | +56.2% | +98.8% | +59.7% |
| 5Y | +140.3% | +63.0% | +77.3% | +42.3% |
| 10Y | +377.0% | +241.4% | +135.6% | +22.2% |
| All | +950.7% | +623.5% | +327.2% | +15.3% |
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