+347.8%
RCL vs VUG
+404.1%
-56.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -3.4% |
| 7D | +0.6% | -1.1% | +1.7% | +1.6% |
| 30D | +19.4% | -7.0% | +26.4% | +29.8% |
| 3M | +9.8% | -3.7% | +13.5% | +14.2% |
| 6M | +28.6% | -1.6% | +30.3% | +30.1% |
| YTD | +22.2% | +5.1% | +17.0% | +14.1% |
| 1Y | +29.7% | +3.8% | +26.0% | +23.0% |
| 3Y | +265.3% | +79.9% | +185.4% | +74.4% |
| 5Y | +301.8% | +66.4% | +235.4% | +114.7% |
| All | +347.8% | +404.1% | -56.3% | -40.4% |
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