-99.5%
RCAT vs VCLT
+103.4%
-202.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -1.4% | -0.5% | -0.9% | -0.9% |
| 30D | -3.3% | -0.9% | -2.5% | -2.7% |
| 3M | -43.2% | -3.2% | -40.0% | -41.3% |
| 6M | -43.2% | -3.8% | -39.4% | -40.8% |
| YTD | +5.5% | -2.0% | +7.6% | +8.0% |
| 1Y | -1.6% | -0.8% | -0.8% | -0.2% |
| 3Y | +773.7% | +12.3% | +761.4% | +695.3% |
| 5Y | +187.6% | -15.4% | +203.0% | +240.4% |
| 10Y | -98.5% | +15.7% | -114.2% | -98.3% |
| All | -99.5% | +103.4% | -202.9% | -99.8% |
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