+81.7%
EFX vs RCAT
-99.7%
+181.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -2.0% | +7.2% | -9.2% | -2.1% |
| 30D | +27.9% | -20.4% | +48.3% | +28.0% |
| 3M | +3.8% | -59.8% | +63.6% | +4.5% |
| 6M | +13.0% | -61.9% | +74.8% | +13.6% |
| YTD | -12.4% | -45.9% | +33.5% | -12.4% |
| 1Y | -10.4% | -50.5% | +40.1% | -10.3% |
| 3Y | +4.4% | +387.5% | -383.1% | +2.0% |
| 5Y | -28.9% | +70.9% | -99.8% | -30.4% |
| 10Y | +81.7% | -99.7% | +181.5% | +66.3% |
| All | +81.7% | -99.7% | +181.5% | +66.3% |
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