+1,678.9%
VRT vs RY
+251.4%
+1,427.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.9% | -11.1% | -11.5% |
| 7D | -28.1% | -1.1% | -27.0% | -27.5% |
| 30D | -30.2% | +4.4% | -34.6% | -32.9% |
| 3M | -36.4% | -2.9% | -33.5% | -34.6% |
| 6M | -48.2% | +15.6% | -63.7% | -54.3% |
| YTD | +9.2% | +21.8% | -12.7% | -7.8% |
| 1Y | -7.2% | +42.6% | -49.8% | -31.6% |
| 3Y | +338.7% | +160.9% | +177.8% | +92.7% |
| 5Y | +542.8% | +126.1% | +416.8% | +224.1% |
| All | +1,678.9% | +251.4% | +1,427.5% | +492.7% |
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 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