+160.5%
VEA vs RY
+351.1%
-190.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.3% | +0.6% | +1.7% | +1.9% |
| 30D | +0.2% | +5.0% | -4.8% | -2.9% |
| 3M | -5.3% | -5.3% | 0.0% | -2.0% |
| 6M | -0.9% | +13.8% | -14.8% | -9.3% |
| YTD | +12.2% | +21.0% | -8.7% | -1.3% |
| 1Y | +16.1% | +40.5% | -24.4% | -7.4% |
| 3Y | +73.0% | +159.7% | -86.7% | -9.1% |
| 5Y | +53.7% | +124.3% | -70.6% | -11.7% |
| All | +160.5% | +351.1% | -190.6% | +3.3% |
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