+230.8%
RDW vs VCLT
+11.4%
+219.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.4% |
| 7D | +0.9% | -1.4% | +2.2% | +3.0% |
| 30D | -21.3% | -1.2% | -20.1% | -19.9% |
| 3M | -37.9% | -4.8% | -33.1% | -32.9% |
| 6M | +12.3% | -2.6% | +14.8% | +18.8% |
| YTD | +39.7% | -3.3% | +43.1% | +49.3% |
| 1Y | +25.7% | -4.8% | +30.5% | +36.8% |
| 3Y | +230.8% | +11.5% | +219.3% | +214.6% |
| All | +230.8% | +11.4% | +219.5% | +214.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling