+379.0%
RCL vs FTV
+113.3%
+265.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +0.6% |
| 7D | +5.0% | +0.4% | +4.6% | +4.6% |
| 30D | +19.4% | +17.2% | +2.2% | +3.2% |
| 3M | +5.9% | +8.9% | -2.9% | -2.5% |
| 6M | +23.8% | +11.3% | +12.5% | +10.5% |
| YTD | +22.8% | +21.9% | +0.9% | -1.8% |
| 1Y | +34.3% | +31.6% | +2.7% | -0.2% |
| 3Y | +276.4% | +38.1% | +238.4% | +160.0% |
| 5Y | +281.6% | +15.7% | +265.9% | +211.5% |
| 10Y | +379.0% | +107.5% | +271.5% | +156.9% |
| All | +379.0% | +113.3% | +265.7% | +156.9% |
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