+350.2%
RCL vs FTV
+77.3%
+272.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.4% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | -17.3% | -8.3% | -9.0% | -10.6% |
| 3M | -2.8% | -7.4% | +4.6% | +3.3% |
| 6M | -4.4% | -1.2% | -3.2% | -5.1% |
| YTD | -4.2% | +2.7% | -6.9% | -9.9% |
| 1Y | -23.4% | +18.4% | -41.8% | -37.6% |
| 3Y | +179.4% | -2.0% | +181.4% | +168.2% |
| 5Y | +238.8% | +3.4% | +235.3% | +205.5% |
| 10Y | +350.2% | +78.5% | +271.7% | +142.9% |
| All | +350.2% | +77.3% | +272.9% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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