+124.9%
RCAT vs FGI
-74.8%
+199.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -25.2% | +21.7% | -2.7% |
| 7D | -5.9% | -14.4% | +8.5% | -5.6% |
| 30D | -19.7% | -11.8% | -7.9% | -19.4% |
| 3M | -62.9% | -46.2% | -16.6% | -62.3% |
| 6M | -59.6% | +5.2% | -64.7% | -60.4% |
| YTD | -52.1% | +10.5% | -62.6% | -54.4% |
| 1Y | -50.9% | +25.5% | -76.4% | -53.7% |
| 3Y | +333.8% | -16.0% | +349.8% | +307.2% |
| All | +124.9% | -74.8% | +199.7% | +128.6% |
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