+119.0%
VTR vs RY
+155.6%
-36.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +4.7% | -0.9% | +5.6% | +5.0% |
| 30D | +10.9% | +5.9% | +5.0% | +8.6% |
| 3M | -3.2% | -4.3% | +1.0% | -1.9% |
| 6M | +3.7% | +12.1% | -8.4% | -1.5% |
| YTD | +16.8% | +20.3% | -3.5% | +7.6% |
| 1Y | +21.3% | +41.0% | -19.7% | +3.9% |
| 3Y | +119.0% | +157.5% | -38.5% | +26.2% |
| All | +119.0% | +155.6% | -36.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling