+375.0%
RCL vs VIG
+259.6%
+115.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.4% |
| 7D | +8.5% | +1.0% | +7.5% | +6.8% |
| 30D | +20.4% | +4.5% | +15.9% | +11.8% |
| 3M | +11.0% | +2.1% | +8.9% | +7.4% |
| 6M | +24.9% | +10.5% | +14.4% | +5.9% |
| YTD | +23.9% | +15.1% | +8.8% | -1.1% |
| 1Y | +30.8% | +16.9% | +13.9% | +2.0% |
| 3Y | +270.4% | +65.6% | +204.8% | +64.9% |
| 5Y | +296.1% | +64.4% | +231.7% | +85.8% |
| 10Y | +375.0% | +260.6% | +114.4% | -14.4% |
| All | +375.0% | +259.6% | +115.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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