+107.5%
FTV vs RCAT
-99.6%
+207.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.4% | -8.7% | +2.6% |
| 7D | +0.4% | +1.1% | -0.7% | +0.4% |
| 30D | +17.2% | -22.0% | +39.2% | +17.3% |
| 3M | +8.9% | -51.1% | +60.0% | +9.2% |
| 6M | +11.3% | -56.6% | +67.9% | +11.6% |
| YTD | +21.9% | -43.3% | +65.2% | +22.0% |
| 1Y | +31.6% | -51.5% | +83.1% | +31.7% |
| 3Y | +38.1% | +411.4% | -373.3% | +36.3% |
| 5Y | +15.7% | +74.4% | -58.7% | +14.4% |
| 10Y | +107.5% | -99.6% | +207.0% | +111.1% |
| All | +107.5% | -99.6% | +207.0% | +111.1% |
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 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