+123.4%
FE vs RCAT
-99.8%
+223.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.1% |
| 7D | +1.2% | -5.9% | +7.2% | +1.2% |
| 30D | +4.5% | -19.7% | +24.2% | +4.6% |
| 3M | +1.3% | -62.9% | +64.2% | +1.7% |
| 6M | +8.7% | -59.6% | +68.2% | +8.9% |
| YTD | +9.2% | -52.1% | +61.3% | +9.3% |
| 1Y | +7.0% | -50.9% | +57.9% | +7.0% |
| 3Y | +51.4% | +333.8% | -282.4% | +48.9% |
| 5Y | +47.7% | +40.7% | +7.0% | +45.6% |
| All | +123.4% | -99.8% | +223.2% | +106.6% |
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