+203.4%
ET vs RCAT
+71.1%
+132.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.4% | -10.5% | +0.6% |
| 7D | -4.4% | +1.1% | -5.6% | -4.6% |
| 30D | -4.8% | -22.0% | +17.2% | -4.2% |
| 3M | -3.4% | -51.1% | +47.7% | -1.7% |
| 6M | +2.2% | -56.6% | +58.8% | +3.9% |
| YTD | +24.2% | -43.3% | +67.5% | +24.1% |
| 1Y | +24.5% | -51.5% | +76.0% | +24.8% |
| 3Y | +83.6% | +411.4% | -327.8% | +68.3% |
| 5Y | +203.4% | +74.4% | +129.0% | +191.2% |
| All | +203.4% | +71.1% | +132.3% | +191.2% |
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