+3.4%
FTV vs RCAT
+192.8%
-189.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -0.9% |
| 7D | -0.4% | +5.4% | -5.8% | -0.6% |
| 30D | -8.3% | -5.6% | -2.7% | -8.2% |
| 3M | -7.4% | -30.2% | +22.8% | -6.6% |
| 6M | -1.2% | -43.4% | +42.2% | -0.2% |
| YTD | +2.7% | +9.6% | -7.0% | +0.5% |
| 1Y | +18.4% | -2.0% | +20.4% | +15.4% |
| 3Y | -2.0% | +825.0% | -827.0% | -13.7% |
| 5Y | +3.4% | +199.8% | -196.4% | -7.5% |
| All | +3.4% | +192.8% | -189.3% | -7.5% |
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