+687.8%
VMC vs RCAT
-100.0%
+787.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -4.3% | -1.4% | -2.9% | -4.3% |
| 30D | -8.2% | -3.3% | -4.9% | -8.2% |
| 3M | -7.0% | -43.2% | +36.2% | -7.0% |
| 6M | -10.8% | -43.2% | +32.4% | -10.7% |
| YTD | -7.4% | +5.5% | -12.9% | -7.5% |
| 1Y | -9.5% | -1.6% | -7.8% | -9.6% |
| 3Y | +20.5% | +773.7% | -753.2% | +19.7% |
| 5Y | +51.6% | +187.6% | -136.1% | +50.7% |
| 10Y | +150.0% | -98.5% | +248.5% | +146.1% |
| All | +687.8% | -100.0% | +787.8% | +597.4% |
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