+166.3%
RY vs VLTO
+54.8%
+111.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | -0.9% | +5.4% | -6.3% | -2.0% |
| 30D | +5.9% | +22.3% | -16.5% | +1.2% |
| 3M | -4.3% | +19.6% | -23.9% | -8.0% |
| 6M | +12.1% | +35.2% | -23.0% | +4.2% |
| YTD | +20.3% | +17.9% | +2.4% | +15.8% |
| 1Y | +41.0% | +19.5% | +21.5% | +35.1% |
| 3Y | +157.5% | +73.9% | +83.6% | +122.4% |
| All | +166.3% | +54.8% | +111.5% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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