-91.6%
RIG vs VCLT
+102.9%
-194.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | -2.7% | -2.9% | +0.2% | -2.4% |
| 6M | -7.5% | -4.0% | -3.5% | -7.1% |
| YTD | +38.3% | -2.2% | +40.5% | +38.5% |
| 1Y | +81.8% | -2.6% | +84.4% | +82.2% |
| 3Y | -30.2% | +12.3% | -42.5% | -31.3% |
| 5Y | +59.9% | -16.4% | +76.3% | +59.8% |
| 10Y | -41.9% | +18.1% | -60.0% | -39.5% |
| All | -91.6% | +102.9% | -194.5% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling