+444.2%
V vs RY
+367.8%
+76.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -1.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | +9.5% | +7.1% | +2.5% | +4.6% |
| 3M | +16.7% | -2.7% | +19.3% | +18.6% |
| 6M | +32.9% | +13.8% | +19.2% | +20.8% |
| YTD | +21.1% | +22.1% | -1.0% | +4.3% |
| 1Y | +26.6% | +43.1% | -16.4% | -2.7% |
| 3Y | +78.4% | +163.6% | -85.3% | -13.8% |
| 5Y | +105.5% | +126.2% | -20.8% | +10.5% |
| 10Y | +444.2% | +358.7% | +85.5% | +83.1% |
| All | +444.2% | +367.8% | +76.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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