+836.0%
RY vs VYM
+492.8%
+343.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | -0.3% | -0.5% | +0.2% | +0.2% |
| 3M | +8.7% | +3.0% | +5.6% | +5.4% |
| 6M | +28.5% | +8.2% | +20.3% | +18.7% |
| YTD | +25.1% | +15.8% | +9.3% | +7.8% |
| 1Y | +46.3% | +20.8% | +25.4% | +20.7% |
| 3Y | +154.9% | +65.3% | +89.7% | +52.2% |
| 5Y | +140.3% | +76.6% | +63.7% | +33.6% |
| 10Y | +377.0% | +203.9% | +173.1% | +46.9% |
| All | +836.0% | +492.8% | +343.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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