+380.4%
RCL vs VCIT
+28.8%
+351.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.6% |
| 7D | +6.5% | +0.1% | +6.4% | +6.3% |
| 30D | +15.9% | +1.9% | +14.0% | +11.5% |
| 3M | +2.7% | -1.4% | +4.1% | +5.8% |
| 6M | +15.2% | -2.1% | +17.4% | +20.8% |
| YTD | +19.2% | -1.6% | +20.9% | +24.4% |
| 1Y | +31.6% | -0.9% | +32.5% | +35.4% |
| 3Y | +274.2% | +20.0% | +254.2% | +161.7% |
| 5Y | +250.1% | +3.1% | +246.9% | +253.0% |
| All | +380.4% | +28.8% | +351.6% | +308.9% |
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