+377.4%
VT vs RY
+768.4%
-391.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 6M | +12.0% | +28.5% | -16.5% | -4.6% |
| YTD | +15.3% | +25.1% | -9.8% | -0.2% |
| 1Y | +22.6% | +46.3% | -23.7% | -3.9% |
| 3Y | +74.7% | +154.9% | -80.3% | -4.7% |
| 5Y | +66.1% | +140.3% | -74.2% | -6.5% |
| 10Y | +225.0% | +377.0% | -152.0% | +17.0% |
| All | +377.4% | +768.4% | -391.0% | +7.1% |
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