+4.4%
RDW vs VFC
-82.3%
+86.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.1% | +2.3% |
| 7D | +4.8% | -3.3% | +8.1% | +6.3% |
| 30D | -19.5% | -14.0% | -5.5% | -14.0% |
| 3M | -26.9% | -22.6% | -4.3% | -19.3% |
| 6M | +17.8% | -24.7% | +42.5% | +32.7% |
| YTD | +43.0% | -29.0% | +72.0% | +65.3% |
| 1Y | +32.1% | -13.8% | +45.9% | +39.8% |
| 3Y | +250.6% | -28.2% | +278.9% | +250.5% |
| 5Y | -6.6% | -79.0% | +72.4% | +68.9% |
| All | +4.4% | -82.3% | +86.8% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling