+1,190.7%
VUG vs RCAT
-99.9%
+1,290.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.4% | -8.6% | +2.7% |
| 7D | +0.5% | +1.1% | -0.6% | +0.5% |
| 30D | -8.2% | -22.0% | +13.8% | -8.1% |
| 3M | -5.4% | -51.1% | +45.7% | -5.3% |
| 6M | -2.5% | -56.6% | +54.1% | -2.4% |
| YTD | +4.2% | -43.3% | +47.4% | +4.2% |
| 1Y | +5.0% | -51.5% | +56.5% | +5.1% |
| 3Y | +81.7% | +411.4% | -329.6% | +80.9% |
| 5Y | +62.5% | +74.4% | -11.9% | +61.9% |
| 10Y | +396.3% | -99.6% | +495.9% | +392.0% |
| All | +1,190.7% | -99.9% | +1,290.6% | +1,154.9% |
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 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