+66.5%
VSH vs RY
+140.8%
-74.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +5.0% |
| 7D | +4.1% | +3.1% | +0.9% | +1.3% |
| 30D | -4.2% | -0.3% | -3.8% | -3.8% |
| 3M | -50.0% | +8.7% | -58.6% | -53.5% |
| 6M | +80.2% | +28.5% | +51.6% | +45.1% |
| YTD | +121.1% | +25.1% | +96.0% | +82.0% |
| 1Y | +112.0% | +46.3% | +65.7% | +53.6% |
| 3Y | +22.5% | +154.9% | -132.4% | -43.0% |
| All | +66.5% | +140.8% | -74.3% | -20.6% |
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