+121.0%
VTR vs RY
+351.1%
-230.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.7% |
| 7D | +0.2% | +0.6% | -0.4% | -0.3% |
| 30D | +5.5% | +5.0% | +0.4% | +1.2% |
| 3M | -0.9% | -5.3% | +4.4% | +3.1% |
| 6M | -0.4% | +13.8% | -14.2% | -11.4% |
| YTD | +17.0% | +21.0% | -3.9% | -1.6% |
| 1Y | +18.0% | +40.5% | -22.5% | -12.8% |
| 3Y | +127.4% | +159.7% | -32.3% | -5.2% |
| 5Y | +92.3% | +124.3% | -32.1% | -10.0% |
| All | +121.0% | +351.1% | -230.1% | -39.1% |
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