-4.3%
VMC vs RCAT
-54.8%
+50.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -1.1% |
| 7D | -1.7% | +15.6% | -17.3% | -2.3% |
| 30D | +15.3% | -24.1% | +39.4% | +16.3% |
| 3M | +0.3% | -61.9% | +62.2% | +4.0% |
| 6M | +0.9% | -64.3% | +65.2% | +4.0% |
| YTD | -1.0% | -50.4% | +49.4% | -3.4% |
| 1Y | -4.3% | -54.0% | +49.7% | -6.8% |
| All | -4.3% | -54.8% | +50.4% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling