+342.5%
RCL vs VSH
+172.7%
+169.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.2% |
| 7D | -2.2% | +3.5% | -5.7% | -4.1% |
| 30D | -15.7% | -4.4% | -11.3% | -14.3% |
| 3M | -8.0% | -45.8% | +37.8% | +20.9% |
| 6M | -10.1% | +90.1% | -100.3% | -48.4% |
| YTD | -5.9% | +120.3% | -126.2% | -51.7% |
| 1Y | -23.5% | +112.2% | -135.7% | -60.8% |
| 3Y | +174.4% | +36.6% | +137.8% | +72.1% |
| 5Y | +227.1% | +67.0% | +160.1% | +70.5% |
| 10Y | +342.5% | +179.5% | +163.0% | +77.6% |
| All | +342.5% | +172.7% | +169.8% | +77.6% |
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