+45.8%
VSH vs RY
+125.1%
-79.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.2% |
| 7D | +26.2% | -0.5% | +26.8% | +26.9% |
| 30D | -12.5% | +4.7% | -17.2% | -15.6% |
| 3M | -16.9% | -4.5% | -12.4% | -13.2% |
| 6M | -17.0% | +12.5% | -29.5% | -24.9% |
| YTD | +93.8% | +21.1% | +72.7% | +64.5% |
| 1Y | +99.3% | +38.6% | +60.7% | +51.4% |
| 3Y | +35.0% | +160.2% | -125.2% | -37.8% |
| 5Y | +45.8% | +124.7% | -78.9% | -24.6% |
| All | +45.8% | +125.1% | -79.3% | -24.6% |
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 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