-41.9%
RIG vs VCIT
+29.2%
-71.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.7% |
| 7D | -8.2% | -0.2% | -8.0% | -8.1% |
| 30D | -0.2% | -0.5% | +0.3% | +0.2% |
| 3M | -2.7% | -0.9% | -1.8% | -2.1% |
| 6M | -7.5% | -1.9% | -5.5% | -6.1% |
| YTD | +38.3% | -1.0% | +39.2% | +39.1% |
| 1Y | +81.8% | +0.2% | +81.6% | +80.9% |
| 3Y | -30.2% | +19.0% | -49.2% | -41.9% |
| 5Y | +59.9% | +3.1% | +56.9% | +60.9% |
| 10Y | -41.9% | +29.8% | -71.7% | -38.4% |
| All | -41.9% | +29.2% | -71.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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