+34.0%
FTV vs RCAT
+339.1%
-305.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +18.6% | -18.7% | -0.6% |
| 7D | +0.2% | -12.7% | +13.0% | +0.5% |
| 30D | +15.7% | -34.3% | +50.0% | +17.0% |
| 3M | +7.5% | -53.4% | +60.9% | +9.8% |
| 6M | +8.5% | -62.0% | +70.4% | +10.8% |
| YTD | +18.8% | -49.1% | +67.8% | +18.8% |
| 1Y | +28.5% | -53.1% | +81.7% | +28.6% |
| 3Y | +34.0% | +318.7% | -284.7% | +35.3% |
| All | +34.0% | +339.1% | -305.1% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling