+4,454.2%
RCL vs VTRS
+190.0%
+4,264.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -2.2% | -3.5% | +1.3% | -1.1% |
| 30D | -15.7% | +2.1% | -17.8% | -16.3% |
| 3M | -8.0% | +2.6% | -10.6% | -9.0% |
| 6M | -10.1% | +17.8% | -27.9% | -15.2% |
| YTD | -5.9% | +35.7% | -41.5% | -15.5% |
| 1Y | -23.5% | +63.5% | -87.0% | -35.6% |
| 3Y | +174.4% | +85.1% | +89.3% | +115.6% |
| 5Y | +227.1% | +42.5% | +184.6% | +175.2% |
| 10Y | +342.5% | -48.2% | +390.7% | +375.4% |
| All | +4,454.2% | +190.0% | +4,264.2% | +3,030.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded VTRS 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling