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  • VSH vs RY✓SelectedUSD · RYVSH vs RY performance historyLatest closeAs of+4.43%09/04
Stock and ETF performance explorer

VSH vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+201.8%
RY return
+11,573.6%
Excess return
-11,371.8%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D+4.4%-0.7%+5.1%+4.9%
7D+4.1%+3.1%+0.9%+1.8%
30D-4.2%-0.3%-3.8%-3.9%
3M-50.0%+8.7%-58.6%-52.8%
6M+80.2%+28.5%+51.6%+51.8%
YTD+121.1%+25.1%+96.0%+89.8%
1Y+112.0%+46.3%+65.7%+63.9%
3Y+22.5%+154.9%-132.4%-35.3%
5Y+64.0%+140.3%-76.2%-10.1%
10Y+170.4%+377.0%-206.7%-2.4%
All+201.8%+11,573.6%-11,371.8%-69.0%

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