-20.9%
VST vs RDW
+24.9%
-45.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.4% |
| 7D | +8.9% | -3.1% | +12.0% | +9.2% |
| 30D | +6.2% | -1.8% | +8.0% | +6.1% |
| 3M | -2.7% | -50.9% | +48.1% | +3.1% |
| 6M | -8.4% | +13.5% | -21.8% | -12.0% |
| YTD | -7.2% | +38.6% | -45.8% | -13.3% |
| 1Y | -20.9% | +28.3% | -49.2% | -26.2% |
| All | -20.9% | +24.9% | -45.8% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling