-27.6%
RCAT vs VYM
+18.4%
-46.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -3.9% |
| 7D | -4.9% | -0.8% | -4.1% | -2.1% |
| 30D | -22.9% | -2.2% | -20.6% | -16.2% |
| 3M | -33.7% | +3.1% | -36.8% | -41.2% |
| 6M | -50.7% | +9.7% | -60.5% | -65.7% |
| YTD | +0.4% | +14.9% | -14.5% | -46.6% |
| 1Y | -27.6% | +17.6% | -45.2% | -66.7% |
| All | -27.6% | +18.4% | -46.1% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling