-40.0%
VST vs RY
+43.0%
-83.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.3% | -4.6% |
| 7D | -19.9% | -1.1% | -18.8% | -19.4% |
| 30D | -29.7% | +4.4% | -34.1% | -31.8% |
| 3M | -19.6% | -2.9% | -16.6% | -18.2% |
| 6M | -29.4% | +15.6% | -45.0% | -35.9% |
| YTD | -29.7% | +21.8% | -51.5% | -39.2% |
| 1Y | -40.0% | +42.6% | -82.6% | -50.4% |
| All | -40.0% | +43.0% | -83.1% | -50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling