+387.8%
VUG vs RY
+360.6%
+27.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.7% |
| 7D | -3.4% | -0.9% | -2.5% | -2.8% |
| 30D | -11.1% | +5.9% | -17.0% | -14.3% |
| 3M | -7.2% | -4.3% | -3.0% | -4.8% |
| 6M | -4.1% | +12.1% | -16.3% | -11.3% |
| YTD | +1.4% | +20.3% | -18.9% | -10.5% |
| 1Y | +1.9% | +41.0% | -39.1% | -18.9% |
| 3Y | +77.7% | +157.5% | -79.8% | -5.5% |
| 5Y | +57.6% | +123.2% | -65.6% | -8.3% |
| All | +387.8% | +360.6% | +27.2% | +97.3% |
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