+48.5%
FND vs RCAT
-96.8%
+145.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | -19.6% | -18.7% | -0.9% | -19.4% |
| 3M | -4.3% | -29.3% | +24.9% | -4.1% |
| 6M | -20.4% | -42.3% | +21.9% | -20.2% |
| YTD | -21.9% | +2.5% | -24.4% | -22.1% |
| 1Y | -45.2% | -5.7% | -39.5% | -45.4% |
| 3Y | -49.2% | +764.9% | -814.1% | -50.5% |
| 5Y | -61.8% | +182.3% | -244.1% | -62.7% |
| All | +48.5% | -96.8% | +145.2% | +25.8% |
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