+1,250.4%
VUG vs RCAT
-99.9%
+1,350.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.5% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | -0.3% | -3.3% | +3.0% | -0.3% |
| 3M | -0.7% | -43.2% | +42.5% | -0.6% |
| 6M | +14.6% | -43.2% | +57.8% | +14.7% |
| YTD | +9.0% | +5.5% | +3.5% | +8.9% |
| 1Y | +14.9% | -1.6% | +16.5% | +14.8% |
| 3Y | +86.0% | +773.7% | -687.7% | +84.9% |
| 5Y | +76.7% | +187.6% | -110.9% | +75.8% |
| 10Y | +411.3% | -98.5% | +509.7% | +406.2% |
| All | +1,250.4% | -99.9% | +1,350.3% | +1,211.4% |
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