+350.2%
RCL vs VFC
-69.1%
+419.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.7% |
| 7D | -0.5% | +0.8% | -1.3% | -0.9% |
| 30D | -17.3% | -11.9% | -5.4% | -12.0% |
| 3M | -2.8% | -20.2% | +17.4% | +7.2% |
| 6M | -4.4% | -23.0% | +18.6% | +6.7% |
| YTD | -4.2% | -26.2% | +22.0% | +9.0% |
| 1Y | -23.4% | -13.3% | -10.0% | -20.7% |
| 3Y | +179.4% | -25.5% | +204.9% | +144.2% |
| 5Y | +238.8% | -78.1% | +316.9% | +641.8% |
| 10Y | +350.2% | -68.8% | +419.0% | +876.0% |
| All | +350.2% | -69.1% | +419.3% | +876.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling