+1,247.7%
RCL vs VCLT
+103.4%
+1,144.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | -19.0% | -0.9% | -18.2% | -18.6% |
| 3M | -9.6% | -3.2% | -6.3% | -7.9% |
| 6M | -6.7% | -3.8% | -2.9% | -4.5% |
| YTD | -3.9% | -2.0% | -1.9% | -2.5% |
| 1Y | -25.1% | -0.8% | -24.3% | -24.4% |
| 3Y | +179.1% | +12.3% | +166.8% | +165.5% |
| 5Y | +243.3% | -15.4% | +258.7% | +261.5% |
| 10Y | +325.8% | +15.7% | +310.0% | +343.0% |
| All | +1,247.7% | +103.4% | +1,144.3% | +2,575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling