+33.8%
VWO vs RCAT
+182.3%
-148.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -1.8% | -4.9% | +3.1% | -1.6% |
| 30D | -0.1% | -22.9% | +22.8% | +0.7% |
| 3M | +2.2% | -33.7% | +36.0% | +3.3% |
| 6M | +8.8% | -50.7% | +59.5% | +10.3% |
| YTD | +12.4% | +0.4% | +12.0% | +11.2% |
| 1Y | +15.6% | -27.6% | +43.2% | +14.9% |
| 3Y | +62.5% | +753.2% | -690.6% | +48.5% |
| All | +33.8% | +182.3% | -148.4% | +23.6% |
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