+392.1%
VNQ vs RY
+1,916.1%
-1,524.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -0.4% | +2.7% | -3.1% | -2.3% |
| 30D | -2.5% | -1.0% | -1.6% | -2.0% |
| 3M | +1.4% | +7.6% | -6.3% | -4.2% |
| 6M | +4.6% | +29.5% | -24.9% | -13.4% |
| YTD | +10.5% | +24.2% | -13.6% | -5.9% |
| 1Y | +8.4% | +46.4% | -38.0% | -18.1% |
| 3Y | +32.4% | +159.4% | -127.0% | -34.4% |
| 5Y | +5.5% | +141.8% | -136.4% | -45.7% |
| 10Y | +59.1% | +373.9% | -314.8% | -51.2% |
| All | +392.1% | +1,916.1% | -1,524.1% | -31.5% |
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