-32.0%
EFX vs RCAT
+71.1%
-103.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.4% | -12.1% | -1.1% |
| 7D | -2.2% | +1.1% | -3.3% | -2.3% |
| 30D | +29.2% | -22.0% | +51.2% | +30.1% |
| 3M | +3.5% | -51.1% | +54.6% | +5.9% |
| 6M | +7.8% | -56.6% | +64.4% | +10.1% |
| YTD | -12.4% | -43.3% | +30.8% | -13.1% |
| 1Y | -8.2% | -51.5% | +43.3% | -8.5% |
| 3Y | +4.7% | +411.4% | -406.7% | -13.6% |
| 5Y | -32.0% | +74.4% | -106.5% | -39.8% |
| All | -32.0% | +71.1% | -103.2% | -39.8% |
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