-28.9%
RIG vs VEU
+72.0%
-100.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +2.4% |
| 7D | -4.2% | -1.9% | -2.2% | -2.2% |
| 30D | -0.7% | -0.7% | 0.0% | 0.0% |
| 3M | -4.0% | +4.9% | -8.9% | -10.0% |
| 6M | -6.3% | +9.8% | -16.2% | -19.3% |
| YTD | +39.7% | +15.3% | +24.4% | +12.5% |
| 1Y | +78.1% | +23.0% | +55.1% | +30.7% |
| All | -28.9% | +72.0% | -100.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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