+270.4%
RCL vs VCLT
+14.6%
+255.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.9% |
| 7D | +8.5% | +0.2% | +8.3% | +8.3% |
| 30D | +20.4% | +2.3% | +18.1% | +17.7% |
| 3M | +11.0% | -1.1% | +12.0% | +12.2% |
| 6M | +24.9% | -4.2% | +29.0% | +30.7% |
| YTD | +23.9% | -3.4% | +27.2% | +29.1% |
| 1Y | +30.8% | -3.8% | +34.6% | +36.8% |
| 3Y | +270.4% | +14.7% | +255.7% | +237.0% |
| All | +270.4% | +14.6% | +255.8% | +237.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling