+287.3%
VZ vs RCAT
-100.0%
+387.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +7.9% | -3.3% | +11.2% | +7.9% |
| 3M | +13.6% | -43.2% | +56.9% | +13.6% |
| 6M | +1.1% | -43.2% | +44.3% | +1.1% |
| YTD | +29.3% | +5.5% | +23.7% | +29.3% |
| 1Y | +21.2% | -1.6% | +22.9% | +21.3% |
| 3Y | +75.9% | +773.7% | -697.8% | +76.5% |
| 5Y | +24.1% | +187.6% | -163.5% | +24.5% |
| 10Y | +62.4% | -98.5% | +160.8% | +66.8% |
| All | +287.3% | -100.0% | +387.3% | +355.0% |
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