-39.3%
VG vs RY
+78.7%
-118.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.7% | +3.1% | -1.4% | +0.5% |
| 30D | +16.0% | -0.3% | +16.3% | +16.2% |
| 3M | +9.7% | +8.7% | +1.1% | +3.8% |
| 6M | +29.6% | +28.5% | +1.0% | +7.1% |
| YTD | +112.0% | +25.1% | +86.9% | +80.7% |
| 1Y | +12.8% | +46.3% | -33.5% | -21.7% |
| All | -39.3% | +78.7% | -118.0% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling