-99.8%
RCAT vs VCLT
+100.6%
-200.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.4% | -5.5% |
| 7D | -5.6% | +0.2% | -5.8% | -5.9% |
| 30D | -27.0% | +2.3% | -29.3% | -28.6% |
| 3M | -57.9% | -1.1% | -56.8% | -57.6% |
| 6M | -59.4% | -4.2% | -55.2% | -57.6% |
| YTD | -46.9% | -3.4% | -43.5% | -45.0% |
| 1Y | -54.0% | -3.8% | -50.3% | -52.2% |
| 3Y | +378.4% | +14.7% | +363.7% | +327.7% |
| 5Y | +61.9% | -16.7% | +78.6% | +94.7% |
| 10Y | -99.6% | +20.5% | -120.1% | -99.6% |
| All | -99.8% | +100.6% | -200.3% | -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