+2.0%
RDW vs VCIT
+2.7%
-0.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.1% |
| 7D | +0.9% | -1.2% | +2.0% | +3.2% |
| 30D | -21.3% | -1.6% | -19.7% | -18.8% |
| 3M | -37.9% | -2.3% | -35.5% | -34.9% |
| 6M | +12.3% | -1.9% | +14.2% | +17.9% |
| YTD | +39.7% | -1.8% | +41.6% | +46.6% |
| 1Y | +25.7% | -1.2% | +26.8% | +30.2% |
| 3Y | +230.8% | +18.1% | +212.8% | +164.9% |
| 5Y | -8.8% | +2.3% | -11.0% | -19.3% |
| All | +2.0% | +2.7% | -0.7% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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