+5,669.9%
RCL vs VSH
+561.7%
+5,108.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | -0.7% |
| 7D | +6.5% | -12.9% | +19.4% | +11.1% |
| 30D | +15.9% | -36.9% | +52.7% | +35.0% |
| 3M | +2.7% | -28.8% | +31.4% | +13.0% |
| 6M | +15.2% | -30.3% | +45.5% | +20.6% |
| YTD | +19.2% | +62.4% | -43.1% | -11.6% |
| 1Y | +31.6% | +62.5% | -30.9% | -2.8% |
| 3Y | +274.2% | +7.4% | +266.8% | +206.9% |
| 5Y | +250.1% | +25.4% | +224.6% | +172.5% |
| 10Y | +388.4% | +102.6% | +285.8% | +232.8% |
| All | +5,669.9% | +561.7% | +5,108.2% | +2,518.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling