-99.8%
RCAT vs VCLT
+102.7%
-202.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.1% |
| 7D | +1.1% | +1.2% | -0.1% | -0.1% |
| 30D | -22.0% | +3.4% | -25.4% | -24.5% |
| 3M | -51.1% | -0.9% | -50.3% | -50.9% |
| 6M | -56.6% | -3.1% | -53.5% | -55.2% |
| YTD | -43.3% | -2.4% | -40.9% | -41.9% |
| 1Y | -51.5% | -2.7% | -48.9% | -50.1% |
| 3Y | +411.4% | +16.9% | +394.5% | +349.3% |
| 5Y | +74.4% | -17.0% | +91.4% | +110.7% |
| 10Y | -99.6% | +22.1% | -121.7% | -99.5% |
| All | -99.8% | +102.7% | -202.5% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling