+4,549.4%
RCL vs VFC
+468.3%
+4,081.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.4% |
| 7D | -5.1% | -1.6% | -3.5% | -4.3% |
| 30D | -19.0% | -11.6% | -7.4% | -13.6% |
| 3M | -9.6% | -18.1% | +8.5% | -1.0% |
| 6M | -6.7% | -27.4% | +20.7% | +8.1% |
| YTD | -3.9% | -24.8% | +20.9% | +9.1% |
| 1Y | -25.1% | -8.2% | -16.9% | -24.9% |
| 3Y | +179.1% | -29.1% | +208.2% | +149.6% |
| 5Y | +243.3% | -79.2% | +322.5% | +534.2% |
| 10Y | +325.8% | -68.1% | +393.9% | +528.0% |
| All | +4,549.4% | +468.3% | +4,081.1% | +1,980.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling