+2,826.7%
VRT vs RCL
+160.4%
+2,666.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +3.9% | +3.8% |
| 7D | +13.6% | -0.5% | +14.1% | +13.8% |
| 30D | +6.8% | -17.3% | +24.1% | +14.0% |
| 3M | -3.2% | -2.8% | -0.5% | -3.1% |
| 6M | +20.3% | -4.4% | +24.7% | +20.8% |
| YTD | +79.6% | -4.2% | +83.8% | +77.4% |
| 1Y | +139.0% | -23.4% | +162.4% | +153.4% |
| 3Y | +644.6% | +179.4% | +465.2% | +412.1% |
| 5Y | +1,024.4% | +238.8% | +785.6% | +592.2% |
| All | +2,826.7% | +160.4% | +2,666.2% | +1,274.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling