+81.6%
EFX vs RCAT
-99.7%
+181.3%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | 0.0% |
| 7D | +0.3% | -5.6% | +5.9% | +0.3% |
| 30D | +29.1% | -27.0% | +56.2% | +29.3% |
| 3M | +4.3% | -57.9% | +62.2% | +4.9% |
| 6M | +7.7% | -59.4% | +67.1% | +8.2% |
| YTD | -12.5% | -46.9% | +34.4% | -12.4% |
| 1Y | -8.8% | -54.0% | +45.2% | -8.7% |
| 3Y | +4.3% | +378.4% | -374.1% | +1.9% |
| 5Y | -29.4% | +61.9% | -91.3% | -30.8% |
| All | +81.6% | -99.7% | +181.3% | +66.1% |
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