+143.3%
FN vs RCAT
+25.6%
+117.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -14.9% | +0.6% | -13.0% |
| 7D | -16.0% | -32.6% | +16.6% | -13.1% |
| 30D | -40.1% | -46.3% | +6.2% | -37.0% |
| 3M | -43.9% | -60.7% | +16.8% | -39.8% |
| 6M | -55.6% | -67.4% | +11.7% | -52.1% |
| YTD | -35.7% | -57.1% | +21.4% | -32.2% |
| 1Y | -39.8% | -63.8% | +23.9% | -36.2% |
| 3Y | +80.3% | +268.1% | -187.8% | +65.9% |
| 5Y | +143.3% | +25.2% | +118.1% | +131.7% |
| All | +143.3% | +25.6% | +117.6% | +131.7% |
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