+226.6%
RCL vs VTRS
+40.7%
+185.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.5% | -3.3% | +0.8% | -1.2% |
| 30D | -15.7% | +1.4% | -17.0% | -16.2% |
| 3M | -3.6% | +4.6% | -8.3% | -5.6% |
| 6M | -8.7% | +18.1% | -26.7% | -14.9% |
| YTD | -6.2% | +34.7% | -40.8% | -17.5% |
| 1Y | -22.9% | +65.6% | -88.5% | -37.8% |
| 3Y | +173.6% | +83.8% | +89.8% | +97.5% |
| 5Y | +226.6% | +46.5% | +180.1% | +140.2% |
| All | +226.6% | +40.7% | +185.9% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling