+1,740.6%
VRT vs RCAT
-15.8%
+1,756.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +18.6% | -15.2% | +3.0% |
| 7D | -21.4% | -12.7% | -8.6% | -21.0% |
| 30D | -25.8% | -34.3% | +8.5% | -25.0% |
| 3M | -33.5% | -53.4% | +19.9% | -32.2% |
| 6M | -49.0% | -62.0% | +12.9% | -47.9% |
| YTD | +12.9% | -49.1% | +62.0% | +14.3% |
| 1Y | 0.0% | -53.1% | +53.2% | +1.3% |
| 3Y | +361.8% | +318.7% | +43.2% | +343.2% |
| 5Y | +565.1% | +48.5% | +516.6% | +543.0% |
| All | +1,740.6% | -15.8% | +1,756.4% | +1,576.7% |
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