+67.4%
RIG vs VFC
-68.3%
+135.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.5% |
| 7D | +5.7% | +1.6% | +4.1% | +5.4% |
| 30D | -0.7% | +25.5% | -26.2% | -5.4% |
| 3M | -3.1% | +41.3% | -44.4% | -10.2% |
| 6M | -16.3% | +22.2% | -38.5% | -21.0% |
| YTD | +34.1% | +16.4% | +17.7% | +27.1% |
| 1Y | +38.2% | +38.4% | -0.3% | +25.3% |
| 3Y | -15.3% | +56.2% | -71.5% | -31.9% |
| All | +67.4% | -68.3% | +135.7% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling