+379.0%
RCL vs VSH
+128.2%
+250.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.4% | -10.4% | -3.8% |
| 7D | +5.0% | +3.5% | +1.5% | +1.4% |
| 30D | +19.4% | -22.4% | +41.8% | +32.2% |
| 3M | +5.9% | -25.2% | +31.1% | +17.5% |
| 6M | +23.8% | -22.5% | +46.3% | +20.0% |
| YTD | +22.8% | +84.2% | -61.4% | -33.8% |
| 1Y | +34.3% | +87.1% | -52.8% | -28.8% |
| 3Y | +276.4% | +31.7% | +244.8% | +122.1% |
| 5Y | +281.6% | +42.6% | +239.0% | +105.7% |
| 10Y | +379.0% | +116.6% | +262.4% | +100.0% |
| All | +379.0% | +128.2% | +250.8% | +100.0% |
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