+342.5%
RCL vs VIG
+241.3%
+101.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.9% |
| 7D | -2.2% | -1.2% | -1.0% | -0.2% |
| 30D | -15.7% | -2.8% | -12.8% | -11.4% |
| 3M | -8.0% | +2.5% | -10.4% | -11.4% |
| 6M | -10.1% | +8.1% | -18.2% | -20.5% |
| YTD | -5.9% | +9.6% | -15.4% | -18.3% |
| 1Y | -23.5% | +14.2% | -37.6% | -37.9% |
| 3Y | +174.4% | +56.1% | +118.3% | +35.3% |
| 5Y | +227.1% | +62.8% | +164.3% | +56.5% |
| 10Y | +342.5% | +248.2% | +94.3% | -11.6% |
| All | +342.5% | +241.3% | +101.2% | -11.6% |
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