+292.2%
RCL vs VFC
-68.3%
+360.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.8% |
| 7D | -1.2% | +1.6% | -2.8% | -1.7% |
| 30D | +17.8% | +25.5% | -7.6% | +8.8% |
| 3M | +4.9% | +41.3% | -36.3% | -7.4% |
| 6M | +23.7% | +22.2% | +1.5% | +13.7% |
| YTD | +17.8% | +16.4% | +1.4% | +10.1% |
| 1Y | +28.9% | +38.4% | -9.5% | +13.4% |
| 3Y | +241.9% | +56.2% | +185.7% | +153.0% |
| All | +292.2% | -68.3% | +360.5% | +839.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling