-43.2%
RCAT vs VIG
+8.2%
-51.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -0.5% |
| 7D | -1.4% | -0.4% | -1.0% | +0.1% |
| 30D | -3.3% | -1.0% | -2.4% | -0.3% |
| 3M | -43.2% | +2.8% | -46.0% | -48.3% |
| 6M | -43.2% | +8.2% | -51.4% | -55.0% |
| All | -43.2% | +8.2% | -51.4% | -55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling