+104.2%
FE vs RCAT
-99.8%
+204.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +18.6% | -19.1% | -0.5% |
| 7D | 0.0% | -12.7% | +12.7% | 0.0% |
| 30D | +5.2% | -34.3% | +39.5% | +5.3% |
| 3M | 0.0% | -53.4% | +53.4% | +0.3% |
| 6M | +5.0% | -62.0% | +67.0% | +5.3% |
| YTD | +7.9% | -49.1% | +56.9% | +8.0% |
| 1Y | +6.3% | -53.1% | +59.5% | +6.4% |
| 3Y | +46.0% | +318.7% | -272.6% | +43.7% |
| 5Y | +45.6% | +48.5% | -2.9% | +43.6% |
| All | +104.2% | -99.8% | +204.0% | +91.8% |
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