+54.8%
RCAT vs VIG
+59.0%
-4.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | -0.4% | +19.0% | +19.2% |
| 7D | -12.7% | -1.8% | -11.0% | -10.1% |
| 30D | -34.3% | +2.7% | -37.0% | -37.0% |
| 3M | -53.4% | 0.0% | -53.4% | -53.3% |
| 6M | -62.0% | +6.8% | -68.7% | -65.3% |
| YTD | -49.1% | +12.1% | -61.1% | -56.7% |
| 1Y | -53.1% | +14.8% | -68.0% | -61.3% |
| 3Y | +318.7% | +62.4% | +256.2% | +152.9% |
| All | +54.8% | +59.0% | -4.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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