+116.4%
VUG vs RDW
-0.7%
+117.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -0.5% | +0.9% | -1.3% | -0.6% |
| 30D | -1.0% | -21.3% | +20.3% | +1.1% |
| 3M | +3.5% | -37.9% | +41.4% | +7.1% |
| 6M | +14.2% | +12.3% | +1.9% | +9.7% |
| YTD | +8.5% | +39.7% | -31.2% | +0.4% |
| 1Y | +12.9% | +25.7% | -12.8% | +4.1% |
| 3Y | +85.6% | +230.8% | -145.2% | +40.5% |
| 5Y | +78.1% | -8.8% | +86.9% | +40.6% |
| All | +116.4% | -0.7% | +117.1% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling