+232.8%
VT vs RY
+383.5%
-150.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | -0.2% |
| 7D | -0.3% | +2.5% | -2.8% | -1.9% |
| 30D | -1.4% | +8.4% | -9.9% | -6.5% |
| 3M | -1.4% | +1.2% | -2.6% | -2.4% |
| 6M | +5.5% | +19.4% | -13.9% | -6.4% |
| YTD | +12.8% | +25.4% | -12.6% | -3.1% |
| 1Y | +15.4% | +46.7% | -31.3% | -10.6% |
| 3Y | +76.9% | +168.6% | -91.7% | -9.3% |
| 5Y | +60.4% | +132.3% | -71.9% | -10.1% |
| 10Y | +232.8% | +385.7% | -152.9% | +25.2% |
| All | +232.8% | +383.5% | -150.7% | +25.2% |
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