+2.0%
RDW vs VEU
+65.5%
-63.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -4.4% |
| 7D | +0.9% | -1.4% | +2.3% | +3.6% |
| 30D | -21.3% | -0.4% | -20.9% | -20.7% |
| 3M | -37.9% | +2.5% | -40.4% | -40.2% |
| 6M | +12.3% | +11.1% | +1.1% | -4.8% |
| YTD | +39.7% | +16.5% | +23.2% | +11.1% |
| 1Y | +25.7% | +22.9% | +2.8% | -8.3% |
| 3Y | +230.8% | +73.4% | +157.4% | +47.0% |
| 5Y | -8.8% | +56.1% | -64.9% | -55.2% |
| All | +2.0% | +65.5% | -63.5% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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