+131.2%
VTR vs RCAT
+387.5%
-256.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | +1.4% | +7.2% | -5.9% | +1.5% |
| 30D | +8.2% | -20.4% | +28.6% | +8.0% |
| 3M | +4.6% | -59.8% | +64.4% | +3.6% |
| 6M | +4.3% | -61.9% | +66.2% | +3.5% |
| YTD | +19.0% | -45.9% | +64.9% | +18.1% |
| 1Y | +21.6% | -50.5% | +72.2% | +20.8% |
| All | +131.2% | +387.5% | -256.3% | +116.5% |
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