+350.2%
RCL vs VUG
+408.5%
-58.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | -0.5% | +0.9% | -1.3% | -1.5% |
| 30D | -17.3% | -1.4% | -15.9% | -15.9% |
| 3M | -2.8% | +2.3% | -5.1% | -5.9% |
| 6M | -4.4% | +15.7% | -20.1% | -19.9% |
| YTD | -4.2% | +8.6% | -12.8% | -13.4% |
| 1Y | -23.4% | +14.1% | -37.4% | -35.3% |
| 3Y | +179.4% | +87.9% | +91.5% | +27.7% |
| 5Y | +238.8% | +76.3% | +162.4% | +69.5% |
| 10Y | +350.2% | +409.7% | -59.5% | -31.7% |
| All | +350.2% | +408.5% | -58.3% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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