+94.4%
VTR vs RCAT
+68.2%
+26.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | +1.4% | +7.2% | -5.9% | +1.4% |
| 30D | +8.2% | -20.4% | +28.6% | +8.3% |
| 3M | +4.6% | -59.8% | +64.4% | +4.8% |
| 6M | +4.3% | -61.9% | +66.2% | +4.5% |
| YTD | +19.0% | -45.9% | +64.9% | +18.3% |
| 1Y | +21.6% | -50.5% | +72.2% | +20.9% |
| 3Y | +132.2% | +387.5% | -255.3% | +106.6% |
| 5Y | +94.4% | +70.9% | +23.5% | +81.7% |
| All | +94.4% | +68.2% | +26.2% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling