-42.2%
RIG vs VFC
-69.1%
+26.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -3.3% |
| 7D | -3.1% | -1.4% | -1.7% | -2.7% |
| 30D | -0.5% | -9.0% | +8.4% | +2.7% |
| 3M | -6.0% | -24.2% | +18.2% | +1.9% |
| 6M | -10.1% | -18.5% | +8.4% | -7.1% |
| YTD | +37.3% | -25.9% | +63.2% | +47.2% |
| 1Y | +73.9% | -13.0% | +86.9% | +72.2% |
| 3Y | -30.2% | -20.3% | -9.8% | -42.3% |
| 5Y | +62.5% | -78.1% | +140.5% | +187.4% |
| All | -42.2% | -69.1% | +26.9% | -3.7% |
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