+996.4%
VST vs RY
+366.5%
+629.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -4.1% |
| 7D | -19.9% | -1.1% | -18.8% | -19.5% |
| 30D | -29.7% | +4.4% | -34.1% | -32.1% |
| 3M | -19.6% | -2.9% | -16.6% | -18.2% |
| 6M | -29.4% | +15.6% | -45.0% | -36.7% |
| YTD | -29.7% | +21.8% | -51.5% | -39.5% |
| 1Y | -40.0% | +42.6% | -82.6% | -54.0% |
| 3Y | +231.0% | +160.9% | +70.1% | +64.3% |
| 5Y | +500.1% | +126.1% | +374.0% | +225.2% |
| All | +996.4% | +366.5% | +629.8% | +332.0% |
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 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