+230.8%
RDW vs VFC
-25.2%
+256.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -4.0% |
| 7D | +0.9% | -1.4% | +2.2% | +1.3% |
| 30D | -21.3% | -9.0% | -12.3% | -18.4% |
| 3M | -37.9% | -24.2% | -13.7% | -31.7% |
| 6M | +12.3% | -18.5% | +30.8% | +21.3% |
| YTD | +39.7% | -25.9% | +65.6% | +56.4% |
| 1Y | +25.7% | -13.0% | +38.7% | +32.3% |
| 3Y | +230.8% | -20.3% | +251.2% | +234.5% |
| All | +230.8% | -25.2% | +256.1% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling