+47.9%
RCAT vs VYM
+71.9%
-24.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.2% |
| 7D | -5.9% | +3.7% | -9.6% | -11.2% |
| 30D | -19.7% | +3.7% | -23.3% | -23.9% |
| 3M | -62.9% | -0.7% | -62.1% | -62.2% |
| 6M | -59.6% | +7.2% | -66.8% | -63.5% |
| YTD | -52.1% | +16.9% | -69.0% | -61.8% |
| 1Y | -50.9% | +19.6% | -70.5% | -61.8% |
| 3Y | +333.8% | +74.6% | +259.2% | +138.8% |
| All | +47.9% | +71.9% | -24.0% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling