-92.2%
RIG vs VCIT
+96.4%
-188.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | -24.5% | +0.1% | -24.6% | -24.5% |
| 30D | -2.8% | +1.9% | -4.7% | -3.6% |
| 3M | +1.6% | -1.4% | +3.0% | +2.2% |
| 6M | -15.9% | -2.1% | -13.8% | -15.2% |
| YTD | +26.9% | -1.6% | +28.5% | +27.7% |
| 1Y | +34.4% | -0.9% | +35.3% | +34.7% |
| 3Y | -21.2% | +20.0% | -41.2% | -28.6% |
| 5Y | +46.4% | +3.1% | +43.2% | +42.5% |
| 10Y | -45.8% | +28.7% | -74.5% | -47.2% |
| All | -92.2% | +96.4% | -188.6% | -90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling