+4,549.4%
RCL vs VSH
+801.1%
+3,748.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -1.8% |
| 7D | -5.1% | +4.1% | -9.1% | -6.6% |
| 30D | -19.0% | -4.2% | -14.8% | -18.2% |
| 3M | -9.6% | -50.0% | +40.4% | +12.3% |
| 6M | -6.7% | +80.2% | -86.9% | -31.1% |
| YTD | -3.9% | +121.1% | -125.0% | -34.9% |
| 1Y | -25.1% | +112.0% | -137.1% | -49.1% |
| 3Y | +179.1% | +22.5% | +156.6% | +123.9% |
| 5Y | +243.3% | +64.0% | +179.3% | +147.7% |
| 10Y | +325.8% | +170.4% | +155.4% | +166.3% |
| All | +4,549.4% | +801.1% | +3,748.3% | +1,826.4% |
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 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