-15.3%
RIG vs VCIT
+19.0%
-34.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +5.7% | -1.4% | +7.2% | +5.6% |
| 30D | -0.7% | +0.6% | -1.3% | -0.8% |
| 3M | -3.1% | -2.2% | -0.9% | -3.3% |
| 6M | -16.3% | -2.3% | -14.0% | -16.4% |
| YTD | +34.1% | -2.2% | +36.3% | +34.0% |
| 1Y | +38.2% | -1.4% | +39.5% | +37.8% |
| 3Y | -15.3% | +18.7% | -34.0% | -18.4% |
| All | -15.3% | +19.0% | -34.3% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling