+140.4%
EFA vs RCAT
-98.5%
+238.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -2.4% | -5.4% | +3.0% | -2.3% |
| 30D | -2.2% | -24.2% | +22.0% | -2.1% |
| 3M | +5.7% | -25.8% | +31.5% | +5.8% |
| 6M | +8.2% | -44.9% | +53.1% | +8.4% |
| YTD | +11.8% | +1.9% | +9.9% | +11.6% |
| 1Y | +18.3% | -5.2% | +23.5% | +18.0% |
| 3Y | +64.9% | +759.6% | -694.7% | +62.1% |
| 5Y | +52.4% | +187.5% | -135.2% | +50.0% |
| All | +140.4% | -98.5% | +238.9% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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