+28.3%
RDW vs VFC
-6.8%
+35.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.1% |
| 7D | -3.1% | -1.6% | -1.5% | -2.1% |
| 30D | -1.8% | -11.6% | +9.9% | +5.6% |
| 3M | -50.9% | -18.1% | -32.8% | -46.4% |
| 6M | +13.5% | -27.4% | +40.8% | +35.9% |
| YTD | +38.6% | -24.8% | +63.4% | +63.2% |
| 1Y | +28.3% | -8.2% | +36.5% | +29.7% |
| All | +28.3% | -6.8% | +35.1% | +29.7% |
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