+1,481.1%
VTR vs RY
+5,945.5%
-4,464.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.6% |
| 7D | -1.7% | +3.1% | -4.8% | -3.4% |
| 30D | -2.4% | -0.3% | -2.1% | -2.3% |
| 3M | +14.8% | +8.7% | +6.1% | +9.0% |
| 6M | +5.3% | +28.5% | -23.2% | -9.3% |
| YTD | +18.1% | +25.1% | -7.0% | +3.1% |
| 1Y | +36.7% | +46.3% | -9.6% | +8.8% |
| 3Y | +130.1% | +154.9% | -24.9% | +31.6% |
| 5Y | +89.5% | +140.3% | -50.8% | +11.5% |
| 10Y | +87.4% | +377.0% | -289.7% | -21.9% |
| All | +1,481.1% | +5,945.5% | -4,464.5% | +194.7% |
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 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