+16.5%
VFC vs RCAT
-58.1%
+74.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -1.4% | +7.2% | -8.6% | -1.9% |
| 30D | +30.7% | -20.4% | +51.1% | +32.2% |
| 3M | +40.6% | -59.8% | +100.4% | +50.7% |
| 6M | +16.5% | -61.9% | +78.3% | +23.4% |
| All | +16.5% | -58.1% | +74.5% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling