+327.8%
VWO vs RCAT
-100.0%
+427.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.3% |
| 7D | +0.9% | +5.4% | -4.5% | +0.9% |
| 30D | +1.3% | -5.6% | +6.8% | +1.3% |
| 3M | +5.1% | -30.2% | +35.3% | +5.1% |
| 6M | +12.5% | -43.4% | +55.9% | +12.6% |
| YTD | +14.0% | +9.6% | +4.4% | +14.0% |
| 1Y | +19.7% | -2.0% | +21.7% | +19.7% |
| 3Y | +66.8% | +825.0% | -758.2% | +66.2% |
| 5Y | +36.2% | +199.8% | -163.6% | +35.7% |
| 10Y | +111.0% | -98.4% | +209.4% | +110.1% |
| All | +327.8% | -100.0% | +427.8% | +334.7% |
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