+632.2%
VRT vs RY
+123.9%
+508.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +5.5% |
| 7D | -17.7% | -0.6% | -17.1% | -17.3% |
| 30D | -20.0% | +6.1% | -26.1% | -25.0% |
| 3M | -28.1% | -3.4% | -24.7% | -25.4% |
| 6M | -42.8% | +12.8% | -55.6% | -49.6% |
| YTD | +20.0% | +21.0% | -1.1% | -1.8% |
| 1Y | +3.5% | +40.5% | -37.0% | -27.5% |
| 3Y | +366.1% | +159.9% | +206.2% | +68.0% |
| 5Y | +632.2% | +125.0% | +507.2% | +237.7% |
| All | +632.2% | +123.9% | +508.2% | +237.7% |
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