-100.0%
RCAT vs VYM
+498.6%
-598.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -5.9% | +3.7% | -9.6% | -7.3% |
| 30D | -19.7% | +3.7% | -23.3% | -20.7% |
| 3M | -62.9% | -0.7% | -62.1% | -62.6% |
| 6M | -59.6% | +7.2% | -66.8% | -60.6% |
| YTD | -52.1% | +16.9% | -69.0% | -54.7% |
| 1Y | -50.9% | +19.6% | -70.5% | -53.9% |
| 3Y | +333.8% | +74.6% | +259.2% | +269.5% |
| 5Y | +40.7% | +72.3% | -31.6% | +20.8% |
| 10Y | -99.8% | +206.5% | -306.3% | -99.8% |
| All | -100.0% | +498.6% | -598.6% | -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