+371.5%
RY vs VT
+224.5%
+147.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | +0.4% | +2.7% | +2.7% |
| 30D | -0.3% | +1.0% | -1.3% | -1.1% |
| 3M | +8.7% | +2.4% | +6.3% | +6.3% |
| 6M | +28.5% | +12.0% | +16.5% | +16.2% |
| YTD | +25.1% | +15.3% | +9.8% | +10.3% |
| 1Y | +46.3% | +22.6% | +23.7% | +22.2% |
| 3Y | +154.9% | +74.7% | +80.3% | +55.0% |
| 5Y | +140.3% | +66.1% | +74.2% | +51.7% |
| All | +371.5% | +224.5% | +147.0% | +56.5% |
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