+24.9%
VTEB vs RCAT
-98.7%
+123.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.2% | -5.4% | +4.2% | -1.2% |
| 30D | -2.9% | -24.2% | +21.3% | -2.8% |
| 3M | -3.2% | -25.8% | +22.7% | -3.1% |
| 6M | -2.6% | -44.9% | +42.3% | -2.6% |
| YTD | -1.8% | +1.9% | -3.7% | -1.9% |
| 1Y | +0.2% | -5.2% | +5.4% | +0.1% |
| 3Y | +8.2% | +759.6% | -751.4% | +7.6% |
| 5Y | +0.8% | +187.5% | -186.7% | +0.3% |
| 10Y | +17.7% | -98.5% | +116.2% | +16.8% |
| All | +24.9% | -98.7% | +123.6% | +23.9% |
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 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