+2,926.4%
V vs RY
+805.8%
+2,120.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -1.7% | +3.1% | -4.8% | -3.5% |
| 30D | +2.0% | -0.3% | +2.3% | +2.0% |
| 3M | +17.4% | +8.7% | +8.7% | +11.3% |
| 6M | +17.5% | +28.5% | -11.0% | +0.5% |
| YTD | +7.6% | +25.1% | -17.5% | -6.6% |
| 1Y | +7.7% | +46.3% | -38.6% | -15.0% |
| 3Y | +54.7% | +154.9% | -100.3% | -13.9% |
| 5Y | +73.0% | +140.3% | -67.2% | -0.5% |
| 10Y | +390.9% | +377.0% | +13.8% | +88.0% |
| All | +2,926.4% | +805.8% | +2,120.6% | +654.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling