+90.9%
VSH vs RY
+360.9%
-269.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.9% |
| 7D | -12.9% | -0.9% | -12.0% | -12.2% |
| 30D | -36.9% | +5.9% | -42.7% | -40.2% |
| 3M | -28.8% | -4.3% | -24.5% | -25.6% |
| 6M | -30.3% | +12.1% | -42.4% | -37.7% |
| YTD | +62.4% | +20.3% | +42.1% | +36.0% |
| 1Y | +62.5% | +41.0% | +21.5% | +17.1% |
| 3Y | +7.4% | +157.5% | -150.1% | -56.7% |
| 5Y | +25.4% | +123.2% | -97.8% | -42.9% |
| All | +90.9% | +360.9% | -269.9% | -47.6% |
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