+1,129.2%
EWT vs RCAT
-100.0%
+1,229.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | +4.0% | -1.4% | +5.4% | +4.0% |
| 30D | +10.3% | -3.3% | +13.7% | +10.3% |
| 3M | +6.1% | -43.2% | +49.3% | +6.2% |
| 6M | +56.6% | -43.2% | +99.8% | +56.7% |
| YTD | +76.6% | +5.5% | +71.0% | +76.5% |
| 1Y | +97.9% | -1.6% | +99.5% | +97.7% |
| 3Y | +198.0% | +773.7% | -575.7% | +196.8% |
| 5Y | +151.8% | +187.6% | -35.9% | +150.8% |
| 10Y | +514.1% | -98.5% | +612.6% | +508.6% |
| All | +1,129.2% | -100.0% | +1,229.2% | +1,089.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling