-99.8%
RCAT vs EFV
+163.3%
-263.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.8% |
| 7D | -5.9% | +2.5% | -8.5% | -8.3% |
| 30D | -19.7% | +2.9% | -22.6% | -22.3% |
| 3M | -62.9% | -1.4% | -61.4% | -62.2% |
| 6M | -59.6% | +5.5% | -65.1% | -61.7% |
| YTD | -52.1% | +16.1% | -68.2% | -59.1% |
| 1Y | -50.9% | +20.3% | -71.2% | -59.6% |
| 3Y | +333.8% | +90.4% | +243.4% | +122.2% |
| 5Y | +40.7% | +93.5% | -52.7% | -29.7% |
| All | -99.8% | +163.3% | -263.1% | -99.9% |
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