-22.9%
RDW vs VT
+82.3%
-105.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.0% |
| 7D | +29.7% | +2.9% | +26.8% | +22.3% |
| 30D | -12.3% | -2.5% | -9.8% | -4.9% |
| 3M | -40.5% | -3.3% | -37.1% | -33.9% |
| 6M | -30.5% | +1.5% | -32.1% | -28.3% |
| YTD | +5.7% | +11.4% | -5.7% | -6.8% |
| 1Y | +34.5% | +11.9% | +22.6% | +18.5% |
| 3Y | +229.1% | +73.9% | +155.2% | +45.8% |
| 5Y | -28.6% | +57.9% | -86.5% | -64.0% |
| All | -22.9% | +82.3% | -105.2% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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