+385.7%
RY vs VT
+231.8%
+153.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +1.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.7% |
| 30D | +8.4% | -1.4% | +9.9% | +9.8% |
| 3M | +1.2% | -1.4% | +2.6% | +2.5% |
| 6M | +19.4% | +5.5% | +13.9% | +13.7% |
| YTD | +25.4% | +12.8% | +12.6% | +12.6% |
| 1Y | +46.7% | +15.4% | +31.3% | +29.1% |
| 3Y | +168.6% | +76.9% | +91.7% | +61.1% |
| 5Y | +132.3% | +60.4% | +71.9% | +51.2% |
| 10Y | +385.7% | +232.8% | +152.9% | +54.8% |
| All | +385.7% | +231.8% | +153.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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