-100.0%
RCAT vs VIG
+650.0%
-750.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.6% |
| 7D | -5.6% | +1.0% | -6.6% | -5.9% |
| 30D | -27.0% | +4.5% | -31.6% | -28.7% |
| 3M | -57.9% | +2.1% | -60.0% | -58.3% |
| 6M | -59.4% | +10.5% | -69.9% | -61.4% |
| YTD | -46.9% | +15.1% | -62.0% | -50.4% |
| 1Y | -54.0% | +16.9% | -70.9% | -57.3% |
| 3Y | +378.4% | +65.6% | +312.8% | +289.9% |
| 5Y | +61.9% | +64.4% | -2.5% | +32.6% |
| 10Y | -99.6% | +260.6% | -360.2% | -99.7% |
| All | -100.0% | +650.0% | -750.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling