+7.4%
VSH vs RCAT
+339.1%
-331.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +18.6% | -12.9% | +3.3% |
| 7D | -12.9% | -12.7% | -0.2% | -11.4% |
| 30D | -36.9% | -34.3% | -2.6% | -33.5% |
| 3M | -28.8% | -53.4% | +24.6% | -22.2% |
| 6M | -30.3% | -62.0% | +31.7% | -22.7% |
| YTD | +62.4% | -49.1% | +111.4% | +73.4% |
| 1Y | +62.5% | -53.1% | +115.7% | +73.8% |
| 3Y | +7.4% | +318.7% | -311.3% | +5.9% |
| All | +7.4% | +339.1% | -331.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling