+399.0%
VNQ vs RY
+1,867.1%
-1,468.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.2% | -0.5% | +0.8% | +0.6% |
| 30D | +5.8% | +4.7% | +1.1% | +2.4% |
| 3M | 0.0% | -4.5% | +4.4% | +3.0% |
| 6M | +1.5% | +12.5% | -11.0% | -7.2% |
| YTD | +12.1% | +21.1% | -9.1% | -3.0% |
| 1Y | +10.6% | +38.6% | -28.1% | -13.2% |
| 3Y | +43.5% | +160.2% | -116.6% | -29.1% |
| 5Y | +6.8% | +124.7% | -117.9% | -42.0% |
| 10Y | +82.9% | +352.3% | -269.5% | -42.1% |
| All | +399.0% | +1,867.1% | -1,468.1% | -29.4% |
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