+169.8%
RY vs VLTO
+54.1%
+115.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -1.1% | +12.0% | -13.1% | -3.5% |
| 30D | +4.4% | +20.8% | -16.4% | +0.1% |
| 3M | -2.9% | +20.1% | -23.1% | -6.9% |
| 6M | +15.6% | +32.6% | -17.0% | +7.9% |
| YTD | +21.8% | +17.3% | +4.5% | +17.4% |
| 1Y | +42.6% | +17.3% | +25.3% | +37.3% |
| 3Y | +160.9% | +66.9% | +94.0% | +127.7% |
| All | +169.8% | +54.1% | +115.6% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling