+654.4%
VRT vs RCL
+292.5%
+361.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +10.5% | -1.2% | +11.7% | +11.1% |
| 30D | -9.3% | +17.8% | -27.2% | -17.2% |
| 3M | -29.6% | +4.9% | -34.5% | -32.1% |
| 6M | -45.4% | +23.7% | -69.1% | -52.3% |
| YTD | +24.8% | +17.8% | +7.0% | +7.8% |
| 1Y | +23.6% | +28.9% | -5.3% | +0.6% |
| 3Y | +379.7% | +241.9% | +137.8% | +124.3% |
| All | +654.4% | +292.5% | +361.9% | +209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling