-25.1%
RCL vs VFC
-6.8%
-18.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.2% |
| 7D | -5.1% | -1.6% | -3.5% | -4.4% |
| 30D | -19.0% | -11.6% | -7.4% | -14.4% |
| 3M | -9.6% | -18.1% | +8.5% | -2.9% |
| 6M | -6.7% | -27.4% | +20.7% | +5.3% |
| YTD | -3.9% | -24.8% | +20.9% | +6.9% |
| 1Y | -25.1% | -8.2% | -16.9% | -22.7% |
| All | -25.1% | -6.8% | -18.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling