+1,275.3%
VRT vs RDW
-0.7%
+1,276.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 6M | -4.1% | +12.3% | -16.4% | -11.3% |
| YTD | +58.7% | +39.7% | +19.0% | +36.8% |
| 1Y | +89.6% | +25.7% | +63.9% | +62.4% |
| 3Y | +558.1% | +230.8% | +327.3% | +318.2% |
| 5Y | +953.0% | -8.8% | +961.7% | +571.9% |
| All | +1,275.3% | -0.7% | +1,276.1% | +785.4% |
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