+46.3%
FE vs RCAT
+46.9%
-0.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.1% | -1.6% |
| 7D | -1.0% | -12.7% | +11.7% | -0.9% |
| 30D | +4.1% | -34.3% | +38.5% | +4.4% |
| 3M | -1.0% | -53.4% | +52.4% | -0.5% |
| 6M | +4.0% | -62.0% | +66.0% | +4.5% |
| YTD | +6.8% | -49.1% | +55.9% | +6.7% |
| 1Y | +5.3% | -53.1% | +58.4% | +5.2% |
| 3Y | +44.6% | +318.7% | -274.1% | +33.2% |
| All | +46.3% | +46.9% | -0.6% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling