+2.0%
RDW vs VFC
-81.6%
+83.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -4.2% |
| 7D | +0.9% | -1.4% | +2.2% | +1.3% |
| 30D | -21.3% | -9.0% | -12.3% | -18.0% |
| 3M | -37.9% | -24.2% | -13.7% | -30.9% |
| 6M | +12.3% | -18.5% | +30.8% | +22.1% |
| YTD | +39.7% | -25.9% | +65.6% | +58.3% |
| 1Y | +25.7% | -13.0% | +38.7% | +32.2% |
| 3Y | +230.8% | -20.3% | +251.2% | +213.7% |
| 5Y | -8.8% | -78.1% | +69.3% | +61.8% |
| All | +2.0% | -81.6% | +83.6% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling