+1,740.6%
VRT vs RCL
+224.1%
+1,516.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.0% |
| 7D | -21.4% | +6.5% | -27.9% | -23.4% |
| 30D | -25.8% | +15.9% | -41.7% | -29.8% |
| 3M | -33.5% | +2.7% | -36.2% | -34.6% |
| 6M | -49.0% | +15.2% | -64.3% | -52.3% |
| YTD | +12.9% | +19.2% | -6.3% | +2.7% |
| 1Y | 0.0% | +31.6% | -31.6% | -12.5% |
| 3Y | +361.8% | +274.2% | +87.6% | +185.6% |
| 5Y | +565.1% | +250.1% | +315.1% | +294.5% |
| All | +1,740.6% | +224.1% | +1,516.6% | +696.2% |
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 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