+1,250.4%
VUG vs RY
+1,960.2%
-709.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.1% | +3.1% | -3.2% | -1.7% |
| 30D | -0.3% | -0.3% | 0.0% | -0.2% |
| 3M | -0.7% | +8.7% | -9.3% | -5.1% |
| 6M | +14.6% | +28.5% | -13.9% | +0.2% |
| YTD | +9.0% | +25.1% | -16.1% | -3.4% |
| 1Y | +14.9% | +46.3% | -31.4% | -6.3% |
| 3Y | +86.0% | +154.9% | -68.9% | +12.5% |
| 5Y | +76.7% | +140.3% | -63.6% | +10.2% |
| 10Y | +411.3% | +377.0% | +34.3% | +123.6% |
| All | +1,250.4% | +1,960.2% | -709.8% | +256.3% |
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 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