+65.5%
VZ vs RY
+360.6%
-295.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.6% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | +1.4% | +5.9% | -4.5% | -0.4% |
| 3M | -1.3% | -4.3% | +3.0% | -0.1% |
| 6M | -0.5% | +12.1% | -12.6% | -4.2% |
| YTD | +19.6% | +20.3% | -0.6% | +12.5% |
| 1Y | +22.4% | +41.0% | -18.6% | +9.3% |
| 3Y | +55.9% | +157.5% | -101.7% | +13.2% |
| 5Y | +20.4% | +123.2% | -102.8% | -8.9% |
| All | +65.5% | +360.6% | -295.0% | +3.1% |
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