+166.3%
RCAT vs FGI
-70.0%
+236.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.9% | +9.5% | +11.3% |
| 7D | +1.1% | -1.4% | +2.5% | +1.2% |
| 30D | -22.0% | -3.2% | -18.8% | -21.9% |
| 3M | -51.1% | +64.1% | -115.3% | -52.6% |
| 6M | -56.6% | +17.2% | -73.8% | -57.6% |
| YTD | -43.3% | +31.6% | -74.8% | -46.2% |
| 1Y | -51.5% | +45.1% | -96.6% | -54.4% |
| 3Y | +411.4% | -2.0% | +413.3% | +379.1% |
| All | +166.3% | -70.0% | +236.3% | +169.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling