-99.8%
RCAT vs VT
+214.8%
-314.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -4.1% | -10.8% | -9.0% |
| 7D | -32.6% | -4.2% | -28.4% | -27.9% |
| 30D | -46.3% | -5.8% | -40.5% | -41.0% |
| 3M | -60.7% | -5.2% | -55.4% | -57.0% |
| 6M | -67.4% | +0.1% | -67.5% | -66.2% |
| YTD | -57.1% | +8.2% | -65.3% | -59.6% |
| 1Y | -63.8% | +10.1% | -73.9% | -66.4% |
| 3Y | +268.1% | +69.7% | +198.4% | +114.6% |
| 5Y | +25.2% | +53.4% | -28.2% | -17.3% |
| All | -99.8% | +214.8% | -314.6% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling