+163.6%
VEA vs RY
+372.5%
-209.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | +0.4% | -1.9% | +2.3% | +1.6% |
| 3M | +4.8% | +5.1% | -0.3% | +1.2% |
| 6M | +11.3% | +28.2% | -16.9% | -5.6% |
| YTD | +17.4% | +22.9% | -5.5% | +2.2% |
| 1Y | +26.2% | +45.5% | -19.3% | -1.7% |
| 3Y | +77.7% | +156.7% | -79.0% | -6.0% |
| 5Y | +60.9% | +137.7% | -76.8% | -11.1% |
| 10Y | +163.6% | +375.5% | -211.9% | -5.3% |
| All | +163.6% | +372.5% | -209.0% | -5.3% |
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