+132.8%
VTR vs RY
+159.6%
-26.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.2% |
| 7D | -2.4% | +2.7% | -5.1% | -3.4% |
| 30D | -3.7% | -1.0% | -2.8% | -3.4% |
| 3M | +13.5% | +7.6% | +5.9% | +9.8% |
| 6M | +7.2% | +29.5% | -22.3% | -4.5% |
| YTD | +17.6% | +24.2% | -6.6% | +6.5% |
| 1Y | +35.4% | +46.4% | -11.0% | +13.0% |
| 3Y | +132.8% | +159.4% | -26.6% | +34.7% |
| All | +132.8% | +159.6% | -26.7% | +34.7% |
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