+962.7%
VST vs RY
+387.1%
+575.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.0% | -16.9% | -16.0% |
| 7D | -15.7% | +2.5% | -18.2% | -17.5% |
| 30D | -17.0% | +8.4% | -25.4% | -22.0% |
| 3M | -15.9% | +1.2% | -17.1% | -17.1% |
| 6M | -25.0% | +19.4% | -44.3% | -34.4% |
| YTD | -25.1% | +25.4% | -50.5% | -36.9% |
| 1Y | -34.9% | +46.7% | -81.6% | -51.1% |
| 3Y | +252.7% | +168.6% | +84.1% | +71.4% |
| 5Y | +582.3% | +132.3% | +450.0% | +262.5% |
| 10Y | +1,076.6% | +385.7% | +690.9% | +309.3% |
| All | +962.7% | +387.1% | +575.7% | +267.7% |
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