+74.4%
RCAT vs EFV
+92.7%
-18.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.7% | +8.7% | +8.4% |
| 7D | +1.1% | +1.7% | -0.6% | -1.0% |
| 30D | -22.0% | +3.4% | -25.5% | -24.9% |
| 3M | -51.1% | -1.7% | -49.5% | -50.2% |
| 6M | -56.6% | +6.4% | -63.0% | -59.3% |
| YTD | -43.3% | +16.3% | -59.5% | -51.5% |
| 1Y | -51.5% | +22.9% | -74.4% | -60.8% |
| 3Y | +411.4% | +92.8% | +318.5% | +183.1% |
| 5Y | +74.4% | +93.5% | -19.1% | +2.1% |
| All | +74.4% | +92.7% | -18.3% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling