+331.5%
RCL vs VCIT
+29.2%
+302.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | -0.3% | -4.7% | -4.4% |
| 30D | -19.0% | -0.8% | -18.2% | -17.7% |
| 3M | -9.6% | -1.0% | -8.6% | -7.4% |
| 6M | -6.7% | -1.8% | -4.9% | -2.3% |
| YTD | -3.9% | -0.7% | -3.2% | -1.6% |
| 1Y | -25.1% | +1.0% | -26.1% | -25.7% |
| 3Y | +179.1% | +18.8% | +160.3% | +99.1% |
| 5Y | +243.3% | +3.5% | +239.8% | +245.4% |
| All | +331.5% | +29.2% | +302.3% | +274.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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