-50.4%
VTRS vs RY
+377.5%
-427.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -3.3% | -2.9% | -0.4% | -1.4% |
| 30D | +1.4% | -2.0% | +3.4% | +2.7% |
| 3M | +4.6% | +4.9% | -0.2% | +0.8% |
| 6M | +18.1% | +26.1% | -8.1% | 0.0% |
| YTD | +34.7% | +22.4% | +12.3% | +16.6% |
| 1Y | +65.6% | +44.7% | +20.9% | +27.7% |
| 3Y | +83.8% | +155.7% | -71.9% | -4.6% |
| 5Y | +46.5% | +137.7% | -91.2% | -20.3% |
| All | -50.4% | +377.5% | -427.9% | -81.4% |
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