-67.9%
VFC vs RCAT
+46.9%
-114.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +18.6% | -18.5% | -1.3% |
| 7D | +11.2% | -12.7% | +23.9% | +12.1% |
| 30D | +41.5% | -34.3% | +75.8% | +45.6% |
| 3M | +38.9% | -53.4% | +92.3% | +46.5% |
| 6M | +6.1% | -62.0% | +68.1% | +12.4% |
| YTD | +14.5% | -49.1% | +63.6% | +16.7% |
| 1Y | +46.0% | -53.1% | +99.1% | +48.9% |
| 3Y | +36.4% | +318.7% | -282.3% | +9.5% |
| All | -67.9% | +46.9% | -114.8% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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