+255.8%
RCL vs VTEB
+26.6%
+229.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -0.5% | -0.2% | -0.2% | +0.1% |
| 30D | -17.3% | -1.6% | -15.7% | -14.1% |
| 3M | -2.8% | -2.0% | -0.8% | +2.2% |
| 6M | -4.4% | -1.7% | -2.7% | +0.1% |
| YTD | -4.2% | -0.6% | -3.6% | -2.1% |
| 1Y | -23.4% | +1.8% | -25.2% | -26.0% |
| 3Y | +179.4% | +9.6% | +169.8% | +122.2% |
| 5Y | +238.8% | +2.1% | +236.7% | +223.9% |
| 10Y | +350.2% | +18.9% | +331.3% | +359.8% |
| All | +255.8% | +26.6% | +229.1% | +404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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