+296.7%
VST vs RDW
+216.8%
+79.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.5% |
| 7D | +6.6% | +7.2% | -0.6% | +5.3% |
| 30D | -12.4% | -10.3% | -2.0% | -11.0% |
| 3M | -9.0% | -41.4% | +32.4% | -1.5% |
| 6M | -6.4% | -32.5% | +26.1% | -4.3% |
| YTD | -17.2% | +1.7% | -18.9% | -24.9% |
| 1Y | -22.0% | +39.0% | -61.0% | -34.1% |
| 3Y | +296.7% | +214.2% | +82.4% | +184.1% |
| All | +296.7% | +216.8% | +79.9% | +184.1% |
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