Add flour, baking powder, baking soda and salt in a mixing bowl and mix well. Set aside.

Add butter and sugar in a mixing bowl and beat well until light and fluffy, about 5 minutes.

Add eggs and vanilla and beat well. Add flour mixture and mix until just combined.

Divide dough into thirds and return one third of the dough to the mixing bowl. Color with red food coloring and beat until combined. Remove and rinse bowl and beater and color one third of the dough blue. Wrap all dough in plastic wrap and refrigerate for 2 hours.

Divide each dough in half and roll the red dough into roughly a 5" x 10" rectangle. Lay on plastic wrap. Repeat with the white and blue layers, laying them on top of the red once rolled.

Take the three layers and, trim the dough on one of the short ends straight across with a knife. Beginning with that short end, roll the dough into a cylinder. Wrap tightly with plastic wrap and return to the refrigerator for 4 hours or overnight.

Repeat so you have 2 cylinders of dough to refrigerate.

Once baking is complete, let set for 2 minutes on the sheet and then move to a wire rack to cool completely before serving.