+171.8%
VTRS vs RY
+11,573.6%
-11,401.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +3.3% | +3.1% | +0.2% | +1.8% |
| 30D | -3.6% | -0.3% | -3.3% | -3.6% |
| 3M | +7.0% | +8.7% | -1.7% | +2.7% |
| 6M | +17.5% | +28.5% | -11.1% | +4.4% |
| YTD | +38.8% | +25.1% | +13.7% | +25.0% |
| 1Y | +69.2% | +46.3% | +22.9% | +41.8% |
| 3Y | +77.5% | +154.9% | -77.5% | +15.5% |
| 5Y | +39.9% | +140.3% | -100.4% | -6.5% |
| 10Y | -47.1% | +377.0% | -424.2% | -73.6% |
| All | +171.8% | +11,573.6% | -11,401.8% | -48.4% |
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 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