-99.9%
RCAT vs VYM
+492.8%
-592.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -3.3% | -0.5% | -2.8% | -3.1% |
| 3M | -43.2% | +3.0% | -46.2% | -43.8% |
| 6M | -43.2% | +8.2% | -51.4% | -44.8% |
| YTD | +5.5% | +15.8% | -10.3% | 0.0% |
| 1Y | -1.6% | +20.8% | -22.5% | -7.8% |
| 3Y | +773.7% | +65.3% | +708.4% | +654.9% |
| 5Y | +187.6% | +76.6% | +111.0% | +145.6% |
| 10Y | -98.5% | +203.9% | -302.4% | -98.7% |
| All | -99.9% | +492.8% | -592.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling