+52.7%
VMC vs RCAT
+192.8%
-140.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.8% |
| 7D | -0.5% | +5.4% | -5.9% | -0.7% |
| 30D | -9.1% | -5.6% | -3.5% | -9.0% |
| 3M | -4.1% | -30.2% | +26.1% | -3.2% |
| 6M | -5.5% | -43.4% | +37.9% | -4.5% |
| YTD | -8.9% | +9.6% | -18.6% | -10.8% |
| 1Y | -12.9% | -2.0% | -11.0% | -15.1% |
| 3Y | +22.1% | +825.0% | -802.9% | +4.3% |
| 5Y | +52.7% | +199.8% | -147.1% | +33.0% |
| All | +52.7% | +192.8% | -140.0% | +33.0% |
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