-15.2%
RDW vs VCLT
-3.5%
-11.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | +0.1% | -19.9% | -20.0% |
| 7D | -32.4% | +0.3% | -32.7% | -32.9% |
| 30D | -41.7% | +3.6% | -45.3% | -47.5% |
| 3M | -42.3% | -1.9% | -40.4% | -38.4% |
| 6M | -28.8% | -3.2% | -25.6% | -19.4% |
| YTD | -18.6% | -3.1% | -15.5% | -7.2% |
| 1Y | -15.2% | -3.1% | -12.2% | -3.2% |
| All | -15.2% | -3.5% | -11.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling