+2,723.0%
VRT vs RCL
+161.1%
+2,561.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | +9.1% | -5.1% | +14.2% | +11.1% |
| 30D | +0.9% | -19.0% | +19.9% | +8.5% |
| 3M | -13.4% | -9.6% | -3.8% | -10.9% |
| 6M | +11.7% | -6.7% | +18.4% | +13.1% |
| YTD | +73.2% | -3.9% | +77.2% | +70.9% |
| 1Y | +123.4% | -25.1% | +148.5% | +138.8% |
| 3Y | +606.2% | +179.1% | +427.1% | +385.6% |
| 5Y | +899.9% | +243.3% | +656.6% | +513.6% |
| All | +2,723.0% | +161.1% | +2,561.9% | +1,225.1% |
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