+56.2%
RIG vs VCLT
-17.2%
+73.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -3.1% | -1.4% | -1.7% | -3.0% |
| 30D | -0.5% | -1.2% | +0.6% | -0.5% |
| 3M | -6.0% | -4.8% | -1.2% | -5.6% |
| 6M | -10.1% | -2.6% | -7.6% | -10.0% |
| YTD | +37.3% | -3.3% | +40.6% | +37.6% |
| 1Y | +73.9% | -4.8% | +78.7% | +74.6% |
| 3Y | -30.2% | +11.5% | -41.7% | -31.3% |
| All | +56.2% | -17.2% | +73.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 5y: compounded portfolio wealth divided by compounded VCLT 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…
5y analysis · Full analysis span regression · 6 months rolling