+61.8%
VNQ vs RY
+377.3%
-315.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -1.3% | -2.2% | +1.0% | +0.2% |
| 30D | -2.6% | -3.6% | +1.0% | -0.4% |
| 3M | -2.0% | +3.9% | -6.0% | -4.8% |
| 6M | +4.3% | +26.4% | -22.1% | -10.8% |
| YTD | +9.2% | +22.3% | -13.1% | -4.8% |
| 1Y | +5.6% | +43.7% | -38.1% | -17.3% |
| 3Y | +30.8% | +154.0% | -123.1% | -30.8% |
| 5Y | +8.0% | +137.6% | -129.6% | -40.9% |
| All | +61.8% | +377.3% | -315.5% | -42.7% |
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 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