+57.9%
FHN vs RCAT
+46.9%
+11.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +18.6% | -19.0% | -1.2% |
| 7D | -1.0% | -12.7% | +11.8% | -0.5% |
| 30D | +0.2% | -34.3% | +34.5% | +2.0% |
| 3M | -9.0% | -53.4% | +44.4% | -6.0% |
| 6M | -6.8% | -62.0% | +55.1% | -3.6% |
| YTD | -1.5% | -49.1% | +47.5% | -0.7% |
| 1Y | +10.9% | -53.1% | +64.1% | +12.0% |
| 3Y | +119.4% | +318.7% | -199.3% | +101.5% |
| All | +57.9% | +46.9% | +11.0% | +51.1% |
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