+134.8%
VXUS vs RY
+360.6%
-225.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +1.0% |
| 7D | -1.8% | -0.9% | -0.9% | -1.2% |
| 30D | -4.6% | +5.9% | -10.4% | -7.9% |
| 3M | -6.1% | -4.3% | -1.8% | -3.6% |
| 6M | -4.9% | +12.1% | -17.0% | -11.9% |
| YTD | +8.1% | +20.3% | -12.2% | -4.3% |
| 1Y | +12.1% | +41.0% | -28.9% | -10.3% |
| 3Y | +63.9% | +157.5% | -93.7% | -12.0% |
| 5Y | +43.1% | +123.2% | -80.1% | -16.4% |
| All | +134.8% | +360.6% | -225.8% | -5.1% |
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