+329.3%
VWO vs RY
+1,422.2%
-1,092.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | +1.1% | +3.1% | -2.0% | -1.2% |
| 30D | +2.4% | -0.3% | +2.7% | +2.5% |
| 3M | +2.0% | +8.7% | -6.7% | -4.2% |
| 6M | +10.7% | +28.5% | -17.9% | -7.8% |
| YTD | +14.4% | +25.1% | -10.7% | -3.0% |
| 1Y | +22.7% | +46.3% | -23.6% | -7.1% |
| 3Y | +64.2% | +154.9% | -90.7% | -18.3% |
| 5Y | +35.8% | +140.3% | -104.5% | -30.7% |
| 10Y | +114.7% | +377.0% | -262.3% | -36.7% |
| All | +329.3% | +1,422.2% | -1,092.9% | -35.7% |
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