+49.0%
FE vs RCAT
+183.7%
-134.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | +1.9% | -1.4% | +3.4% | +1.9% |
| 30D | -1.2% | -3.3% | +2.2% | -1.2% |
| 3M | +3.5% | -43.2% | +46.7% | +3.9% |
| 6M | -6.1% | -43.2% | +37.1% | -5.9% |
| YTD | +7.6% | +5.5% | +2.1% | +7.0% |
| 1Y | +11.9% | -1.6% | +13.6% | +11.1% |
| 3Y | +48.4% | +773.7% | -725.3% | +37.7% |
| All | +49.0% | +183.7% | -134.7% | +39.0% |
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