+333.1%
RCL vs VTRS
-48.4%
+381.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.9% | -2.2% | +0.3% | -1.0% |
| 30D | -15.5% | +3.3% | -18.9% | -16.7% |
| 3M | -9.7% | +2.0% | -11.6% | -10.8% |
| 6M | -8.7% | +19.9% | -28.7% | -16.0% |
| YTD | -5.8% | +35.7% | -41.5% | -18.2% |
| 1Y | -24.5% | +68.1% | -92.5% | -40.4% |
| 3Y | +173.9% | +87.1% | +86.8% | +96.8% |
| 5Y | +228.0% | +47.6% | +180.3% | +153.7% |
| All | +333.1% | -48.4% | +381.4% | +298.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling