+79.7%
EFX vs RCAT
-99.8%
+179.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.7% |
| 7D | -0.8% | -5.9% | +5.2% | -0.7% |
| 30D | +25.1% | -19.7% | +44.8% | +25.2% |
| 3M | +1.7% | -62.9% | +64.5% | +2.3% |
| 6M | +18.4% | -59.6% | +77.9% | +18.9% |
| YTD | -12.5% | -52.1% | +39.6% | -12.4% |
| 1Y | -8.1% | -50.9% | +42.8% | -8.0% |
| 3Y | +4.8% | +333.8% | -329.0% | +2.4% |
| 5Y | -30.1% | +40.7% | -70.9% | -31.5% |
| All | +79.7% | -99.8% | +179.5% | +63.3% |
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