+93.9%
FTV vs RCAT
-98.3%
+192.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -4.5% | -1.4% | -3.1% | -4.5% |
| 30D | -7.1% | -3.3% | -3.7% | -7.1% |
| 3M | -7.2% | -43.2% | +36.1% | -6.9% |
| 6M | -1.5% | -43.2% | +41.7% | -1.4% |
| YTD | +3.5% | +5.5% | -2.1% | +3.2% |
| 1Y | +20.3% | -1.6% | +22.0% | +20.0% |
| 3Y | -3.1% | +773.7% | -776.8% | -4.7% |
| 5Y | +2.3% | +187.6% | -185.3% | +0.8% |
| 10Y | +76.3% | -98.5% | +174.8% | +71.5% |
| All | +93.9% | -98.3% | +192.2% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling