-47.9%
RIG vs VFC
-48.6%
+0.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.0% |
| 7D | +5.7% | +1.6% | +4.1% | +5.1% |
| 30D | -0.7% | +25.5% | -26.2% | -9.3% |
| 3M | -3.1% | +41.3% | -44.4% | -15.9% |
| 6M | -16.3% | +22.2% | -38.5% | -25.2% |
| YTD | +34.1% | +16.4% | +17.7% | +20.4% |
| 1Y | +38.2% | +38.4% | -0.3% | +14.6% |
| 3Y | -15.3% | +56.2% | -71.5% | -46.5% |
| 5Y | +62.5% | -68.2% | +130.6% | +158.6% |
| All | -47.9% | -48.6% | +0.8% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling