+82.5%
FTV vs RCAT
-98.5%
+181.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -1.3% |
| 30D | -9.5% | -18.7% | +9.2% | -9.4% |
| 3M | -10.9% | -29.3% | +18.4% | -10.8% |
| 6M | -0.6% | -42.3% | +41.7% | -0.5% |
| YTD | +1.4% | +2.5% | -1.1% | +1.2% |
| 1Y | +17.6% | -5.7% | +23.3% | +17.3% |
| 3Y | -3.3% | +764.9% | -768.1% | -4.8% |
| 5Y | -0.1% | +182.3% | -182.4% | -1.6% |
| 10Y | +82.5% | -98.5% | +181.0% | +70.6% |
| All | +82.5% | -98.5% | +181.0% | +70.6% |
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