+11.1%
RDW vs VFC
+52.5%
-41.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.4% | -7.2% |
| 7D | -14.3% | +21.5% | -35.8% | -23.3% |
| 30D | -26.0% | +46.7% | -72.7% | -41.0% |
| 3M | -27.4% | +38.4% | -65.8% | -40.2% |
| 6M | -10.6% | +15.2% | -25.9% | -19.4% |
| YTD | +1.6% | +17.8% | -16.2% | -7.6% |
| 1Y | +11.1% | +55.6% | -44.5% | -20.3% |
| All | +11.1% | +52.5% | -41.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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