-20.9%
VST vs RCAT
-2.3%
-18.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.7% |
| 7D | +8.9% | -1.4% | +10.3% | +9.0% |
| 30D | +6.2% | -3.3% | +9.6% | +6.4% |
| 3M | -2.7% | -43.2% | +40.5% | +1.8% |
| 6M | -8.4% | -43.2% | +34.8% | -5.6% |
| YTD | -7.2% | +5.5% | -12.7% | -11.5% |
| 1Y | -20.9% | -1.6% | -19.3% | -18.7% |
| All | -20.9% | -2.3% | -18.6% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling