-32.2%
VTRS vs RY
+351.1%
-383.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +4.6% | +0.6% | +4.0% | +4.2% |
| 30D | +19.4% | +5.0% | +14.3% | +15.4% |
| 3M | +30.8% | -5.3% | +36.1% | +35.4% |
| 6M | +21.6% | +13.8% | +7.8% | +10.5% |
| YTD | +71.2% | +21.0% | +50.2% | +49.2% |
| 1Y | +97.6% | +40.5% | +57.1% | +55.3% |
| 3Y | +163.9% | +159.7% | +4.2% | +35.8% |
| 5Y | +82.1% | +124.3% | -42.2% | +3.0% |
| All | -32.2% | +351.1% | -383.3% | -70.9% |
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