+1,112.0%
VST vs RY
+360.6%
+751.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.3% | +11.8% | +11.5% |
| 7D | -9.8% | -0.9% | -8.9% | -9.6% |
| 30D | -25.1% | +5.9% | -31.0% | -28.5% |
| 3M | -11.6% | -4.3% | -7.3% | -9.2% |
| 6M | -20.9% | +12.1% | -33.0% | -27.6% |
| YTD | -22.3% | +20.3% | -42.6% | -32.5% |
| 1Y | -32.0% | +41.0% | -73.0% | -47.5% |
| 3Y | +262.4% | +157.5% | +104.8% | +81.4% |
| 5Y | +563.4% | +123.2% | +440.2% | +262.5% |
| All | +1,112.0% | +360.6% | +751.5% | +381.6% |
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