+748.1%
VMC vs RCAT
-100.0%
+848.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +18.6% | -19.6% | -1.0% |
| 7D | +0.5% | -12.7% | +13.3% | +0.5% |
| 30D | +15.8% | -34.3% | +50.1% | +15.9% |
| 3M | +0.6% | -53.4% | +54.0% | +0.7% |
| 6M | -4.0% | -62.0% | +57.9% | -3.9% |
| YTD | -0.3% | -49.1% | +48.7% | -0.3% |
| 1Y | -0.5% | -53.1% | +52.6% | -0.5% |
| 3Y | +39.6% | +318.7% | -279.1% | +38.8% |
| 5Y | +50.1% | +48.5% | +1.5% | +49.4% |
| 10Y | +163.9% | -99.6% | +263.6% | +160.2% |
| All | +748.1% | -100.0% | +848.1% | +651.8% |
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