+179.0%
VFC vs RCAT
-100.0%
+279.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +2.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.6% |
| 30D | -11.6% | -3.3% | -8.3% | -11.6% |
| 3M | -18.1% | -43.2% | +25.1% | -18.1% |
| 6M | -27.4% | -43.2% | +15.8% | -27.3% |
| YTD | -24.8% | +5.5% | -30.4% | -24.8% |
| 1Y | -8.2% | -1.6% | -6.6% | -8.2% |
| 3Y | -29.1% | +773.7% | -802.8% | -29.2% |
| 5Y | -79.2% | +187.6% | -266.8% | -79.2% |
| 10Y | -68.1% | -98.5% | +30.3% | -67.5% |
| All | +179.0% | -100.0% | +279.0% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling