+396.3%
VUG vs RY
+367.8%
+28.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +1.8% |
| 7D | +0.5% | -0.2% | +0.7% | +0.7% |
| 30D | -8.2% | +7.1% | -15.2% | -12.1% |
| 3M | -5.4% | -2.7% | -2.8% | -3.9% |
| 6M | -2.5% | +13.8% | -16.3% | -10.6% |
| YTD | +4.2% | +22.1% | -17.9% | -8.8% |
| 1Y | +5.0% | +43.1% | -38.0% | -17.1% |
| 3Y | +81.7% | +163.6% | -81.9% | -4.8% |
| 5Y | +62.5% | +126.2% | -63.7% | -6.2% |
| 10Y | +396.3% | +358.7% | +37.6% | +99.6% |
| All | +396.3% | +367.8% | +28.5% | +99.6% |
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