+159.4%
ET vs RCAT
-98.4%
+257.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | 0.0% |
| 7D | +0.4% | +5.4% | -5.0% | +0.4% |
| 30D | +6.9% | -5.6% | +12.4% | +6.9% |
| 3M | +13.1% | -30.2% | +43.3% | +13.1% |
| 6M | +18.7% | -43.4% | +62.1% | +18.8% |
| YTD | +37.4% | +9.6% | +27.8% | +37.3% |
| 1Y | +34.8% | -2.0% | +36.8% | +34.7% |
| 3Y | +96.8% | +825.0% | -728.2% | +96.1% |
| 5Y | +238.2% | +199.8% | +38.4% | +237.0% |
| 10Y | +159.4% | -98.4% | +257.8% | +193.5% |
| All | +159.4% | -98.4% | +257.8% | +193.5% |
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