+63.6%
RIG vs VFC
-79.1%
+142.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -8.2% | -2.3% | -5.9% | -7.8% |
| 30D | -0.2% | -13.4% | +13.2% | +2.7% |
| 3M | -2.7% | -23.7% | +21.0% | +1.6% |
| 6M | -7.5% | -24.5% | +17.0% | -4.1% |
| YTD | +38.3% | -27.8% | +66.1% | +45.0% |
| 1Y | +81.8% | -13.5% | +95.3% | +81.6% |
| 3Y | -30.2% | -27.1% | -3.1% | -33.6% |
| All | +63.6% | -79.1% | +142.7% | +125.0% |
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