-22.9%
RDW vs VCIT
+2.6%
-25.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -3.1% |
| 7D | +29.7% | -1.4% | +31.1% | +33.3% |
| 30D | -12.3% | +0.8% | -13.1% | -14.0% |
| 3M | -40.5% | -1.7% | -38.7% | -38.5% |
| 6M | -30.5% | -2.1% | -28.5% | -27.3% |
| YTD | +5.7% | -2.0% | +7.7% | +11.1% |
| 1Y | +34.5% | -1.5% | +36.0% | +40.1% |
| 3Y | +229.1% | +19.0% | +210.1% | +160.4% |
| 5Y | -28.6% | +3.8% | -32.4% | -37.4% |
| All | -22.9% | +2.6% | -25.4% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling