+57.3%
VUG vs RCAT
+46.9%
+10.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +18.6% | -17.7% | -0.1% |
| 7D | -3.4% | -12.7% | +9.3% | -2.8% |
| 30D | -11.1% | -34.3% | +23.2% | -9.3% |
| 3M | -7.2% | -53.4% | +46.2% | -3.9% |
| 6M | -4.1% | -62.0% | +57.8% | -0.3% |
| YTD | +1.4% | -49.1% | +50.4% | +2.9% |
| 1Y | +1.9% | -53.1% | +55.0% | +3.5% |
| 3Y | +77.7% | +318.7% | -240.9% | +57.5% |
| All | +57.3% | +46.9% | +10.4% | +47.3% |
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