+223.0%
VT vs RY
+373.9%
-150.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | +0.4% | +3.1% | -2.7% | -1.5% |
| 30D | +1.0% | -0.3% | +1.3% | +1.1% |
| 3M | +2.4% | +8.7% | -6.3% | -3.2% |
| 6M | +12.0% | +28.5% | -16.5% | -5.2% |
| YTD | +15.3% | +25.1% | -9.8% | -0.8% |
| 1Y | +22.6% | +46.3% | -23.7% | -4.9% |
| 3Y | +74.7% | +154.9% | -80.3% | -7.4% |
| 5Y | +66.1% | +140.3% | -74.2% | -9.0% |
| All | +223.0% | +373.9% | -150.9% | +15.9% |
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