+41.0%
EFX vs RCAT
-98.5%
+139.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -2.0% |
| 7D | -9.4% | -2.3% | -7.1% | -9.4% |
| 30D | -6.9% | -18.7% | +11.8% | -6.8% |
| 3M | +0.1% | -29.3% | +29.4% | +0.3% |
| 6M | -17.3% | -42.3% | +25.0% | -17.2% |
| YTD | -21.8% | +2.5% | -24.4% | -22.1% |
| 1Y | -32.5% | -5.7% | -26.9% | -32.9% |
| 3Y | -12.3% | +764.9% | -777.2% | -14.6% |
| 5Y | -36.6% | +182.3% | -218.9% | -38.1% |
| 10Y | +41.0% | -98.5% | +139.5% | +36.0% |
| All | +41.0% | -98.5% | +139.5% | +36.0% |
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