-6.1%
RDW vs VCLT
-17.2%
+11.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -1.4% | +2.2% | +2.3% |
| 30D | -21.3% | -1.2% | -20.1% | -20.4% |
| 3M | -37.9% | -4.8% | -33.1% | -34.5% |
| 6M | +12.3% | -2.6% | +14.8% | +16.7% |
| YTD | +39.7% | -3.3% | +43.1% | +46.3% |
| 1Y | +25.7% | -4.8% | +30.5% | +33.4% |
| 3Y | +230.8% | +11.5% | +219.3% | +209.4% |
| All | -6.1% | -17.2% | +11.1% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling