+89.0%
VTR vs RCAT
+204.0%
-115.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.5% |
| 7D | -2.4% | +5.4% | -7.8% | -2.4% |
| 30D | -3.7% | -5.6% | +1.9% | -3.7% |
| 3M | +13.5% | -30.2% | +43.8% | +13.7% |
| 6M | +7.2% | -43.4% | +50.6% | +7.4% |
| YTD | +17.6% | +9.6% | +7.9% | +16.7% |
| 1Y | +35.4% | -2.0% | +37.4% | +34.0% |
| 3Y | +132.8% | +825.0% | -692.2% | +110.1% |
| All | +89.0% | +204.0% | -115.0% | +72.9% |
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 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