+44.7%
VNQ vs RY
+160.7%
-116.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.2% | -0.5% | +0.8% | +0.5% |
| 30D | +5.8% | +4.7% | +1.1% | +3.4% |
| 3M | 0.0% | -4.5% | +4.4% | +2.1% |
| 6M | +1.5% | +12.5% | -11.0% | -5.1% |
| YTD | +12.1% | +21.1% | -9.1% | +0.5% |
| 1Y | +10.6% | +38.6% | -28.1% | -8.2% |
| All | +44.7% | +160.7% | -116.0% | -21.3% |
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 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