+1,297.5%
RCL vs VT
+374.2%
+923.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -5.1% | +0.4% | -5.5% | -5.8% |
| 30D | -19.0% | +1.0% | -20.0% | -20.3% |
| 3M | -9.6% | +2.4% | -12.0% | -13.1% |
| 6M | -6.7% | +12.0% | -18.7% | -21.9% |
| YTD | -3.9% | +15.3% | -19.3% | -23.3% |
| 1Y | -25.1% | +22.6% | -47.7% | -45.9% |
| 3Y | +179.1% | +74.7% | +104.4% | +16.1% |
| 5Y | +243.3% | +66.1% | +177.2% | +64.3% |
| 10Y | +325.8% | +225.0% | +100.8% | -17.5% |
| All | +1,297.5% | +374.2% | +923.3% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling