+37.2%
VTRS vs RCAT
-100.0%
+137.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.6% |
| 7D | -0.1% | +5.4% | -5.5% | -0.1% |
| 30D | +1.9% | -5.6% | +7.4% | +1.9% |
| 3M | +5.1% | -30.2% | +35.3% | +5.1% |
| 6M | +20.1% | -43.4% | +63.5% | +20.1% |
| YTD | +36.6% | +9.6% | +26.9% | +36.5% |
| 1Y | +64.1% | -2.0% | +66.1% | +64.0% |
| 3Y | +86.4% | +825.0% | -738.6% | +85.4% |
| 5Y | +40.9% | +199.8% | -158.9% | +40.2% |
| 10Y | -48.7% | -98.4% | +49.7% | -49.0% |
| All | +37.2% | -100.0% | +137.2% | +45.4% |
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