-98.5%
RCAT vs VCLT
+16.9%
-115.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.2% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -18.7% | +0.1% | -18.8% | -18.9% |
| 3M | -29.3% | -2.9% | -26.4% | -26.0% |
| 6M | -42.3% | -4.0% | -38.4% | -38.3% |
| YTD | +2.5% | -2.2% | +4.8% | +6.5% |
| 1Y | -5.7% | -2.6% | -3.1% | -1.2% |
| 3Y | +764.9% | +12.3% | +752.6% | +627.9% |
| 5Y | +182.3% | -16.4% | +198.7% | +297.5% |
| 10Y | -98.5% | +18.1% | -116.6% | -98.4% |
| All | -98.5% | +16.9% | -115.4% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling