-6.1%
RDW vs VIG
+63.0%
-69.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -3.9% |
| 7D | +0.9% | -1.1% | +1.9% | +3.1% |
| 30D | -21.3% | -2.7% | -18.5% | -16.4% |
| 3M | -37.9% | +2.5% | -40.4% | -41.4% |
| 6M | +12.3% | +9.2% | +3.0% | -5.9% |
| YTD | +39.7% | +9.8% | +29.9% | +17.5% |
| 1Y | +25.7% | +12.4% | +13.3% | +1.9% |
| 3Y | +230.8% | +55.9% | +174.9% | +64.0% |
| All | -6.1% | +63.0% | -69.1% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling