+351.4%
RCL vs VFC
-68.5%
+419.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.3% |
| 7D | -5.1% | -1.6% | -3.5% | -4.3% |
| 30D | -19.0% | -11.6% | -7.4% | -13.9% |
| 3M | -9.6% | -18.1% | +8.5% | -1.6% |
| 6M | -6.7% | -27.4% | +20.7% | +7.1% |
| YTD | -3.9% | -24.8% | +20.9% | +8.3% |
| 1Y | -25.1% | -8.2% | -16.9% | -24.7% |
| 3Y | +179.1% | -29.1% | +208.2% | +153.8% |
| 5Y | +243.3% | -79.2% | +322.5% | +686.5% |
| All | +351.4% | -68.5% | +419.9% | +869.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling