+2.0%
RDW vs VTEB
+2.5%
-0.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -3.0% |
| 7D | +0.9% | -0.9% | +1.8% | +2.6% |
| 30D | -21.3% | -2.5% | -18.8% | -17.4% |
| 3M | -37.9% | -3.0% | -34.9% | -34.2% |
| 6M | +12.3% | -2.1% | +14.4% | +17.5% |
| YTD | +39.7% | -1.5% | +41.2% | +44.9% |
| 1Y | +25.7% | +0.2% | +25.5% | +27.0% |
| 3Y | +230.8% | +8.6% | +222.3% | +200.7% |
| 5Y | -8.8% | +1.2% | -10.0% | -19.5% |
| All | +2.0% | +2.5% | -0.5% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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