+6.6%
VNQ vs RY
+139.4%
-132.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -2.2% | -1.9% | -0.3% | -1.3% |
| 3M | -1.9% | +5.1% | -7.1% | -5.2% |
| 6M | +3.2% | +28.2% | -24.9% | -11.4% |
| YTD | +9.4% | +22.9% | -13.5% | -4.0% |
| 1Y | +7.5% | +45.5% | -38.0% | -15.1% |
| 3Y | +31.1% | +156.7% | -125.6% | -29.3% |
| 5Y | +6.6% | +137.7% | -131.2% | -40.0% |
| All | +6.6% | +139.4% | -132.8% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling