+333.1%
RCL vs VTR
+99.2%
+233.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -15.5% | +1.1% | -16.6% | -16.2% |
| 3M | -9.7% | +7.9% | -17.6% | -15.3% |
| 6M | -8.7% | +6.2% | -14.9% | -14.3% |
| YTD | -5.8% | +17.7% | -23.5% | -18.0% |
| 1Y | -24.5% | +32.9% | -57.3% | -40.1% |
| 3Y | +173.9% | +129.7% | +44.2% | +39.0% |
| 5Y | +228.0% | +89.3% | +138.7% | +88.2% |
| All | +333.1% | +99.2% | +233.9% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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