+558.1%
VRT vs RDW
+241.5%
+316.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +4.0% |
| 7D | -8.4% | +0.9% | -9.2% | -8.5% |
| 30D | -10.9% | -21.3% | +10.4% | -6.8% |
| 3M | -13.7% | -37.9% | +24.2% | -7.1% |
| 6M | -4.1% | +12.3% | -16.4% | -11.6% |
| YTD | +58.7% | +39.7% | +19.0% | +36.0% |
| 1Y | +89.6% | +25.7% | +63.9% | +61.3% |
| 3Y | +558.1% | +230.8% | +327.3% | +336.9% |
| All | +558.1% | +241.5% | +316.7% | +336.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling