+379.0%
RCL vs VMC
+146.3%
+232.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +1.1% |
| 7D | +5.0% | +0.3% | +4.7% | +4.8% |
| 30D | +19.4% | +18.6% | +0.8% | +5.6% |
| 3M | +5.9% | +2.0% | +3.9% | +4.0% |
| 6M | +23.8% | +2.6% | +21.2% | +20.6% |
| YTD | +22.8% | +2.3% | +20.6% | +19.2% |
| 1Y | +34.3% | +1.7% | +32.6% | +31.0% |
| 3Y | +276.4% | +41.7% | +234.7% | +179.7% |
| 5Y | +281.6% | +46.6% | +234.9% | +175.9% |
| 10Y | +379.0% | +140.3% | +238.8% | +134.5% |
| All | +379.0% | +146.3% | +232.7% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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