-98.5%
RCAT vs EFV
+162.1%
-260.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -5.5% |
| 7D | -2.3% | -0.5% | -1.8% | -1.7% |
| 30D | -18.7% | 0.0% | -18.7% | -18.7% |
| 3M | -29.3% | +8.4% | -37.7% | -35.2% |
| 6M | -42.3% | +12.3% | -54.7% | -48.8% |
| YTD | +2.5% | +17.4% | -14.9% | -13.8% |
| 1Y | -5.7% | +27.1% | -32.8% | -26.8% |
| 3Y | +764.9% | +90.7% | +674.2% | +338.1% |
| 5Y | +182.3% | +95.6% | +86.7% | +38.4% |
| 10Y | -98.5% | +165.3% | -263.8% | -99.5% |
| All | -98.5% | +162.1% | -260.6% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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