+743.6%
FN vs RCAT
-99.8%
+843.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +18.6% | -7.0% | +11.4% |
| 7D | 0.0% | -12.7% | +12.7% | +0.1% |
| 30D | -34.3% | -34.3% | 0.0% | -34.0% |
| 3M | -39.9% | -53.4% | +13.5% | -39.4% |
| 6M | -51.8% | -62.0% | +10.1% | -51.4% |
| YTD | -28.1% | -49.1% | +20.9% | -27.8% |
| 1Y | -29.1% | -53.1% | +24.1% | -28.7% |
| 3Y | +102.4% | +318.7% | -216.2% | +98.9% |
| 5Y | +171.7% | +48.5% | +123.1% | +167.6% |
| All | +743.6% | -99.8% | +843.3% | +715.4% |
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