+2,010.2%
VRT vs RCL
+218.9%
+1,791.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.5% | +2.9% |
| 7D | +18.6% | -0.2% | +18.9% | +18.7% |
| 30D | -11.7% | +14.4% | -26.0% | -16.1% |
| 3M | -27.3% | +5.2% | -32.4% | -29.1% |
| 6M | -42.9% | +26.1% | -69.0% | -48.1% |
| YTD | +29.5% | +17.4% | +12.1% | +18.4% |
| 1Y | +21.0% | +24.7% | -3.6% | +7.9% |
| 3Y | +403.1% | +250.9% | +152.2% | +217.7% |
| 5Y | +688.8% | +293.8% | +395.0% | +356.0% |
| All | +2,010.2% | +218.9% | +1,791.2% | +817.5% |
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 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