+175.6%
RCL vs VFC
-28.0%
+203.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.8% |
| 7D | -5.1% | -1.6% | -3.5% | -4.6% |
| 30D | -19.0% | -11.6% | -7.4% | -16.0% |
| 3M | -9.6% | -18.1% | +8.5% | -4.8% |
| 6M | -6.7% | -27.4% | +20.7% | +1.5% |
| YTD | -3.9% | -24.8% | +20.9% | +3.6% |
| 1Y | -25.1% | -8.2% | -16.9% | -23.6% |
| All | +175.6% | -28.0% | +203.6% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling