+114.4%
VUG vs RDW
+1.6%
+112.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -1.9% | +4.8% | -6.7% | -2.3% |
| 30D | -1.6% | -19.5% | +18.0% | +0.3% |
| 3M | +4.4% | -26.9% | +31.3% | +6.4% |
| 6M | +13.2% | +17.8% | -4.6% | +8.3% |
| YTD | +7.5% | +43.0% | -35.5% | -0.7% |
| 1Y | +12.5% | +32.1% | -19.6% | +3.3% |
| 3Y | +86.0% | +250.6% | -164.7% | +39.9% |
| 5Y | +76.5% | -6.6% | +83.1% | +39.0% |
| All | +114.4% | +1.6% | +112.8% | +67.1% |
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 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