+1,463.8%
VTR vs RY
+5,711.1%
-4,247.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | +4.7% | -0.9% | +5.6% | +5.2% |
| 30D | +10.9% | +5.9% | +5.0% | +7.3% |
| 3M | -3.2% | -4.3% | +1.0% | -1.0% |
| 6M | +3.7% | +12.1% | -8.4% | -3.5% |
| YTD | +16.8% | +20.3% | -3.5% | +4.1% |
| 1Y | +21.3% | +41.0% | -19.7% | -1.4% |
| 3Y | +119.0% | +157.5% | -38.5% | +24.4% |
| 5Y | +94.0% | +123.2% | -29.2% | +19.0% |
| 10Y | +112.3% | +365.7% | -253.4% | -10.4% |
| All | +1,463.8% | +5,711.1% | -4,247.3% | +197.7% |
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