+261.8%
VZ vs RCAT
-100.0%
+361.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.9% | +14.8% | -0.1% |
| 7D | +5.6% | -32.6% | +38.2% | +5.6% |
| 30D | +1.9% | -46.3% | +48.2% | +1.8% |
| 3M | +0.8% | -60.7% | +61.5% | +0.7% |
| 6M | +0.6% | -67.4% | +68.0% | +0.5% |
| YTD | +20.8% | -57.1% | +77.8% | +20.7% |
| 1Y | +23.9% | -63.8% | +87.7% | +23.9% |
| 3Y | +55.7% | +268.1% | -212.4% | +56.1% |
| 5Y | +21.5% | +25.2% | -3.6% | +21.8% |
| 10Y | +68.5% | -99.7% | +168.1% | +72.7% |
| All | +261.8% | -100.0% | +361.8% | +324.7% |
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