+97.8%
VTR vs RY
+372.5%
-274.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.3% |
| 7D | -2.9% | -0.5% | -2.4% | -2.5% |
| 30D | -2.8% | -1.9% | -0.9% | -1.4% |
| 3M | +9.0% | +5.1% | +3.9% | +4.0% |
| 6M | +5.0% | +28.2% | -23.2% | -15.3% |
| YTD | +16.9% | +22.9% | -5.9% | -2.6% |
| 1Y | +34.3% | +45.5% | -11.2% | -3.3% |
| 3Y | +131.6% | +156.7% | -25.1% | -1.7% |
| 5Y | +88.0% | +137.7% | -49.7% | -16.3% |
| 10Y | +97.8% | +375.5% | -277.8% | -47.1% |
| All | +97.8% | +372.5% | -274.8% | -47.1% |
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 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