+333.1%
RCL vs VNQ
+64.0%
+269.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | -1.9% | -1.3% | -0.6% | -0.4% |
| 30D | -15.5% | -2.6% | -13.0% | -12.8% |
| 3M | -9.7% | -2.0% | -7.6% | -7.7% |
| 6M | -8.7% | +4.3% | -13.1% | -13.4% |
| YTD | -5.8% | +9.2% | -15.0% | -15.4% |
| 1Y | -24.5% | +5.6% | -30.1% | -29.2% |
| 3Y | +173.9% | +30.8% | +143.1% | +92.5% |
| 5Y | +228.0% | +8.0% | +220.0% | +199.4% |
| All | +333.1% | +64.0% | +269.0% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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