+346.3%
VRT vs RY
+158.9%
+187.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -11.2% |
| 7D | -28.1% | -1.1% | -27.0% | -27.3% |
| 30D | -30.2% | +4.4% | -34.6% | -33.1% |
| 3M | -36.4% | -2.9% | -33.5% | -34.3% |
| 6M | -48.2% | +15.6% | -63.7% | -54.7% |
| YTD | +9.2% | +21.8% | -12.7% | -9.5% |
| 1Y | -7.2% | +42.6% | -49.8% | -33.4% |
| All | +346.3% | +158.9% | +187.4% | +116.3% |
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