-93.4%
RDNW vs VT
+209.9%
-303.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.2% |
| 7D | -3.6% | -1.1% | -2.5% | -2.0% |
| 30D | -11.5% | -1.0% | -10.5% | -10.2% |
| 3M | -27.5% | +3.2% | -30.7% | -31.1% |
| 6M | -6.0% | +12.5% | -18.5% | -21.4% |
| YTD | +2.0% | +14.1% | -12.1% | -16.7% |
| 1Y | +33.4% | +18.9% | +14.5% | +2.1% |
| 3Y | -8.6% | +74.1% | -82.7% | -55.9% |
| 5Y | -84.3% | +66.9% | -151.2% | -91.6% |
| All | -93.4% | +209.9% | -303.3% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling