+4,537.3%
RCL vs VTRS
+191.9%
+4,345.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | -0.5% | -0.1% | -0.3% | -0.4% |
| 30D | -17.3% | +1.9% | -19.2% | -17.9% |
| 3M | -2.8% | +5.1% | -7.8% | -4.5% |
| 6M | -4.4% | +20.1% | -24.5% | -10.3% |
| YTD | -4.2% | +36.6% | -40.7% | -14.2% |
| 1Y | -23.4% | +64.1% | -87.5% | -35.6% |
| 3Y | +179.4% | +86.4% | +93.0% | +119.1% |
| 5Y | +238.8% | +40.9% | +197.9% | +185.9% |
| 10Y | +350.2% | -48.7% | +398.9% | +385.0% |
| All | +4,537.3% | +191.9% | +4,345.4% | +3,080.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling