+122.7%
FE vs RCAT
-99.7%
+222.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -0.4% | +7.2% | -7.6% | -0.4% |
| 30D | +3.6% | -20.4% | +24.0% | +3.7% |
| 3M | +0.3% | -59.8% | +60.1% | +0.7% |
| 6M | +6.4% | -61.9% | +68.3% | +6.7% |
| YTD | +8.1% | -45.9% | +54.0% | +8.2% |
| 1Y | +4.6% | -50.5% | +55.1% | +4.6% |
| 3Y | +49.1% | +387.5% | -338.4% | +46.6% |
| 5Y | +46.1% | +70.9% | -24.8% | +43.9% |
| 10Y | +122.7% | -99.7% | +222.4% | +108.5% |
| All | +122.7% | -99.7% | +222.4% | +108.5% |
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