+1,740.6%
VRT vs RY
+246.9%
+1,493.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.7% | +4.6% |
| 7D | -21.4% | -0.9% | -20.5% | -20.9% |
| 30D | -25.8% | +5.9% | -31.7% | -29.6% |
| 3M | -33.5% | -4.3% | -29.3% | -30.9% |
| 6M | -49.0% | +12.1% | -61.1% | -53.9% |
| YTD | +12.9% | +20.3% | -7.3% | -3.6% |
| 1Y | 0.0% | +41.0% | -41.0% | -25.6% |
| 3Y | +361.8% | +157.5% | +204.3% | +105.1% |
| 5Y | +565.1% | +123.2% | +442.0% | +239.0% |
| All | +1,740.6% | +246.9% | +1,493.7% | +519.9% |
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