+122.8%
VTR vs RCAT
-99.8%
+222.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.3% | +7.4% | -0.8% |
| 7D | +0.7% | +15.6% | -14.9% | +0.6% |
| 30D | +6.9% | -24.1% | +31.0% | +7.1% |
| 3M | +1.3% | -61.9% | +63.2% | +1.9% |
| 6M | +2.5% | -64.3% | +66.8% | +2.9% |
| YTD | +18.0% | -50.4% | +68.4% | +18.0% |
| 1Y | +19.5% | -54.0% | +73.5% | +19.5% |
| 3Y | +130.2% | +347.2% | -217.0% | +123.8% |
| 5Y | +93.8% | +45.7% | +48.1% | +89.2% |
| All | +122.8% | -99.8% | +222.6% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling