+173.7%
VEA vs RCL
+760.6%
-586.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | -5.1% | +6.0% | +2.2% |
| 30D | +1.9% | -19.0% | +21.0% | +7.1% |
| 3M | +3.2% | -9.6% | +12.8% | +5.3% |
| 6M | +10.2% | -6.7% | +16.9% | +11.1% |
| YTD | +18.9% | -3.9% | +22.8% | +18.0% |
| 1Y | +29.3% | -25.1% | +54.4% | +35.4% |
| 3Y | +76.8% | +179.1% | -102.3% | +30.0% |
| 5Y | +61.2% | +243.3% | -182.1% | +5.6% |
| 10Y | +163.3% | +325.8% | -162.5% | +32.4% |
| All | +173.7% | +760.6% | -586.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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