+227.1%
RCL vs VTR
+88.4%
+138.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -2.2% | -2.9% | +0.7% | -0.9% |
| 30D | -15.7% | -2.8% | -12.9% | -14.7% |
| 3M | -8.0% | +9.0% | -17.0% | -12.3% |
| 6M | -10.1% | +5.0% | -15.1% | -13.2% |
| YTD | -5.9% | +16.9% | -22.8% | -14.0% |
| 1Y | -23.5% | +34.3% | -57.8% | -35.2% |
| 3Y | +174.4% | +131.6% | +42.8% | +63.1% |
| 5Y | +227.1% | +88.0% | +139.1% | +112.9% |
| All | +227.1% | +88.4% | +138.7% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling