+132.8%
RCAT vs FGI
-66.3%
+199.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +6.2% | -14.5% | -8.4% |
| 7D | +15.6% | +13.5% | +2.1% | +15.1% |
| 30D | -24.1% | +17.1% | -41.2% | -24.5% |
| 3M | -61.9% | +78.0% | -139.9% | -63.1% |
| 6M | -64.3% | +46.4% | -110.8% | -65.4% |
| YTD | -50.4% | +47.7% | -98.1% | -53.1% |
| 1Y | -54.0% | +56.8% | -110.8% | -56.9% |
| 3Y | +347.2% | +12.3% | +334.9% | +316.6% |
| All | +132.8% | -66.3% | +199.2% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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