+1,913.1%
VTR vs RCAT
-100.0%
+2,013.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -2.4% | -3.3% | +0.9% | -2.4% |
| 3M | +14.8% | -43.2% | +58.0% | +14.8% |
| 6M | +5.3% | -43.2% | +48.5% | +5.3% |
| YTD | +18.1% | +5.5% | +12.5% | +18.1% |
| 1Y | +36.7% | -1.6% | +38.4% | +36.7% |
| 3Y | +130.1% | +773.7% | -643.6% | +129.8% |
| 5Y | +89.5% | +187.6% | -98.1% | +89.3% |
| 10Y | +87.4% | -98.5% | +185.8% | +92.7% |
| All | +1,913.1% | -100.0% | +2,013.1% | +2,323.7% |
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 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