+171.7%
VSH vs RY
+371.9%
-200.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +5.1% |
| 7D | +4.1% | +3.1% | +0.9% | +1.0% |
| 30D | -4.2% | -0.3% | -3.8% | -3.8% |
| 3M | -50.0% | +8.7% | -58.6% | -53.9% |
| 6M | +80.2% | +28.5% | +51.6% | +41.6% |
| YTD | +121.1% | +25.1% | +96.0% | +78.2% |
| 1Y | +112.0% | +46.3% | +65.7% | +47.6% |
| 3Y | +22.5% | +154.9% | -132.4% | -50.2% |
| 5Y | +64.0% | +140.3% | -76.2% | -30.6% |
| All | +171.7% | +371.9% | -200.1% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling