+331.5%
RCL vs VT
+224.5%
+107.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | +0.4% | -5.5% | -5.9% |
| 30D | -19.0% | +1.0% | -20.0% | -20.4% |
| 3M | -9.6% | +2.4% | -12.0% | -13.4% |
| 6M | -6.7% | +12.0% | -18.7% | -23.4% |
| YTD | -3.9% | +15.3% | -19.3% | -25.1% |
| 1Y | -25.1% | +22.6% | -47.7% | -47.8% |
| 3Y | +179.1% | +74.7% | +104.4% | +4.6% |
| 5Y | +243.3% | +66.1% | +177.2% | +48.6% |
| All | +331.5% | +224.5% | +107.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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