+177.1%
RY vs VLTO
+27.2%
+149.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +3.1% | -2.3% | +5.4% | +3.6% |
| 30D | -0.3% | -0.9% | +0.6% | -0.2% |
| 3M | +8.7% | +13.8% | -5.2% | +4.9% |
| 6M | +28.5% | +2.0% | +26.5% | +27.7% |
| YTD | +25.1% | -3.2% | +28.3% | +25.9% |
| 1Y | +46.3% | -9.2% | +55.5% | +49.9% |
| All | +177.1% | +27.2% | +149.9% | +154.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling