+184.3%
VGT vs RDW
-0.7%
+185.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | -0.2% | +0.9% | -1.0% | -0.3% |
| 30D | -0.4% | -21.3% | +20.8% | +2.1% |
| 3M | +4.4% | -37.9% | +42.3% | +8.8% |
| 6M | +32.1% | +12.3% | +19.8% | +26.4% |
| YTD | +28.8% | +39.7% | -11.0% | +18.2% |
| 1Y | +35.3% | +25.7% | +9.7% | +23.8% |
| 3Y | +124.8% | +230.8% | -106.1% | +67.1% |
| 5Y | +137.9% | -8.8% | +146.7% | +86.0% |
| All | +184.3% | -0.7% | +185.0% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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