+1,917.9%
VRT vs RCL
+233.8%
+1,684.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.6% | +8.6% |
| 7D | -10.6% | +5.0% | -15.6% | -12.3% |
| 30D | -17.4% | +19.4% | -36.8% | -22.6% |
| 3M | -26.4% | +5.9% | -32.3% | -28.3% |
| 6M | -41.0% | +23.8% | -64.8% | -46.1% |
| YTD | +23.8% | +22.8% | +1.0% | +11.5% |
| 1Y | +11.6% | +34.3% | -22.6% | -3.0% |
| 3Y | +403.5% | +276.4% | +127.1% | +210.9% |
| 5Y | +647.0% | +281.6% | +365.5% | +333.1% |
| All | +1,917.9% | +233.8% | +1,684.1% | +764.4% |
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