+158.0%
VEA vs RY
+687.0%
-529.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.7% |
| 7D | 0.0% | -0.6% | +0.6% | +0.4% |
| 30D | -1.4% | +6.1% | -7.5% | -5.1% |
| 3M | -4.1% | -3.4% | -0.7% | -2.1% |
| 6M | -1.3% | +12.8% | -14.1% | -9.0% |
| YTD | +12.1% | +21.0% | -8.9% | -1.2% |
| 1Y | +16.1% | +40.5% | -24.4% | -7.1% |
| 3Y | +73.0% | +159.9% | -86.9% | -7.9% |
| 5Y | +55.1% | +125.0% | -69.8% | -9.9% |
| 10Y | +156.9% | +350.6% | -193.6% | -6.5% |
| All | +158.0% | +687.0% | -529.0% | -38.9% |
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