+55.1%
EFA vs RCAT
+204.0%
-148.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | +1.2% | +5.4% | -4.2% | +1.0% |
| 30D | -0.7% | -5.6% | +4.9% | -0.6% |
| 3M | +6.4% | -30.2% | +36.6% | +7.2% |
| 6M | +11.4% | -43.4% | +54.8% | +12.4% |
| YTD | +14.0% | +9.6% | +4.3% | +12.5% |
| 1Y | +20.2% | -2.0% | +22.2% | +18.3% |
| 3Y | +68.2% | +825.0% | -756.8% | +51.3% |
| All | +55.1% | +204.0% | -148.9% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling