+14.5%
ELV vs RCAT
+184.3%
-169.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.2% |
| 7D | -2.2% | -2.3% | +0.1% | -2.2% |
| 30D | -0.2% | -18.7% | +18.5% | -0.1% |
| 3M | -6.1% | -29.3% | +23.2% | -6.0% |
| 6M | +42.8% | -42.3% | +85.1% | +43.1% |
| YTD | +14.4% | +2.5% | +11.9% | +13.7% |
| 1Y | +28.6% | -5.7% | +34.3% | +27.8% |
| 3Y | -7.4% | +764.9% | -772.3% | -12.3% |
| 5Y | +14.5% | +182.3% | -167.8% | +9.9% |
| All | +14.5% | +184.3% | -169.8% | +9.9% |
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