+359.2%
VT vs RY
+744.9%
-385.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | -2.5% | +4.7% | -7.2% | -5.3% |
| 3M | -1.3% | -2.7% | +1.3% | +0.2% |
| 6M | +3.1% | +14.8% | -11.7% | -5.8% |
| YTD | +10.9% | +21.7% | -10.8% | -2.4% |
| 1Y | +12.1% | +40.8% | -28.7% | -10.1% |
| 3Y | +73.9% | +160.7% | -86.8% | -6.4% |
| 5Y | +58.0% | +124.7% | -66.8% | -7.3% |
| 10Y | +225.5% | +366.7% | -141.2% | +18.7% |
| All | +359.2% | +744.9% | -385.7% | +4.7% |
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