+331.9%
RCL vs VSH
+115.4%
+216.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +2.5% |
| 7D | -1.2% | +14.3% | -15.5% | -8.5% |
| 30D | +17.8% | -7.9% | +25.7% | +19.1% |
| 3M | +4.9% | -19.9% | +24.8% | +11.7% |
| 6M | +23.7% | -30.5% | +54.2% | +28.8% |
| YTD | +17.8% | +85.7% | -67.8% | -37.0% |
| 1Y | +28.9% | +98.9% | -70.0% | -34.5% |
| 3Y | +241.9% | +32.1% | +209.8% | +101.0% |
| 5Y | +295.4% | +39.7% | +255.7% | +116.4% |
| All | +331.9% | +115.4% | +216.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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