+754.6%
VMC vs RCAT
-100.0%
+854.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.0% |
| 7D | -4.3% | +7.2% | -11.5% | -4.3% |
| 30D | +16.2% | -20.4% | +36.6% | +16.3% |
| 3M | -0.8% | -59.8% | +58.9% | -0.7% |
| 6M | +1.2% | -61.9% | +63.0% | +1.3% |
| YTD | +0.5% | -45.9% | +46.4% | +0.5% |
| 1Y | -2.9% | -50.5% | +47.6% | -2.9% |
| 3Y | +37.3% | +387.5% | -350.2% | +36.6% |
| 5Y | +48.8% | +70.9% | -22.1% | +48.1% |
| 10Y | +131.4% | -99.7% | +231.1% | +128.2% |
| All | +754.6% | -100.0% | +854.6% | +657.5% |
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