+502.6%
EWT vs RCAT
-98.5%
+601.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -1.1% | -5.4% | +4.3% | -1.1% |
| 30D | +4.8% | -24.2% | +29.0% | +4.9% |
| 3M | +11.1% | -25.8% | +37.0% | +11.3% |
| 6M | +54.6% | -44.9% | +99.5% | +54.9% |
| YTD | +71.4% | +1.9% | +69.6% | +71.2% |
| 1Y | +82.1% | -5.2% | +87.3% | +81.8% |
| 3Y | +193.2% | +759.6% | -566.3% | +189.7% |
| 5Y | +146.1% | +187.5% | -41.5% | +143.4% |
| All | +502.6% | -98.5% | +601.1% | +507.4% |
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