+1,216.9%
VST vs RY
+385.9%
+831.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +8.9% | +3.1% | +5.8% | +6.5% |
| 30D | +6.2% | -0.3% | +6.5% | +6.4% |
| 3M | -2.7% | +8.7% | -11.4% | -8.5% |
| 6M | -8.4% | +28.5% | -36.9% | -23.7% |
| YTD | -7.2% | +25.1% | -32.3% | -21.3% |
| 1Y | -20.9% | +46.3% | -67.2% | -40.2% |
| 3Y | +384.0% | +154.9% | +229.1% | +144.6% |
| 5Y | +757.1% | +140.3% | +616.8% | +345.8% |
| All | +1,216.9% | +385.9% | +831.0% | +358.5% |
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