+26.5%
VTEB vs RY
+467.9%
-441.3%
-17.0%
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% | +0.1% |
| 7D | -0.8% | +3.1% | -3.9% | -0.9% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -2.1% | +8.7% | -10.8% | -2.6% |
| 6M | -1.7% | +28.5% | -30.2% | -2.9% |
| YTD | -0.6% | +25.1% | -25.7% | -1.7% |
| 1Y | +3.1% | +46.3% | -43.2% | +1.1% |
| 3Y | +9.2% | +154.9% | -145.7% | +4.0% |
| 5Y | +2.2% | +140.3% | -138.1% | -2.6% |
| 10Y | +18.8% | +377.0% | -358.3% | +10.0% |
| All | +26.5% | +467.9% | -441.3% | +17.9% |
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 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