+720.6%
RCL vs VUG
+1,251.8%
-531.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.6% |
| 7D | -5.1% | -0.1% | -5.0% | -5.0% |
| 30D | -19.0% | -0.3% | -18.7% | -18.7% |
| 3M | -9.6% | -0.7% | -8.9% | -9.2% |
| 6M | -6.7% | +14.6% | -21.3% | -23.3% |
| YTD | -3.9% | +9.0% | -12.9% | -15.3% |
| 1Y | -25.1% | +14.9% | -40.0% | -39.3% |
| 3Y | +179.1% | +86.0% | +93.1% | +12.2% |
| 5Y | +243.3% | +76.7% | +166.6% | +49.5% |
| 10Y | +325.8% | +411.3% | -85.5% | -64.5% |
| All | +720.6% | +1,251.8% | -531.2% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling