+46.2%
FE vs RCAT
+63.2%
-17.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | +0.1% |
| 7D | -0.5% | -5.6% | +5.1% | -0.5% |
| 30D | +4.3% | -27.0% | +31.4% | +4.5% |
| 3M | +0.4% | -57.9% | +58.3% | +1.0% |
| 6M | +6.9% | -59.4% | +66.3% | +7.4% |
| YTD | +8.0% | -46.9% | +54.9% | +7.8% |
| 1Y | +4.8% | -54.0% | +58.9% | +4.8% |
| 3Y | +49.0% | +378.4% | -329.5% | +36.8% |
| 5Y | +46.2% | +61.9% | -15.7% | +39.2% |
| All | +46.2% | +63.2% | -17.0% | +39.2% |
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