-40.5%
RIG vs VFC
+445.5%
-486.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -3.7% |
| 7D | +0.9% | -1.6% | +2.5% | +1.4% |
| 30D | +13.8% | -11.6% | +25.4% | +18.6% |
| 3M | -6.4% | -18.1% | +11.7% | -1.9% |
| 6M | -8.2% | -27.4% | +19.2% | -0.8% |
| YTD | +41.6% | -24.8% | +66.5% | +50.9% |
| 1Y | +88.7% | -8.2% | +96.9% | +84.2% |
| 3Y | -30.9% | -29.1% | -1.7% | -36.9% |
| 5Y | +57.7% | -79.2% | +136.8% | +130.4% |
| 10Y | -39.3% | -68.1% | +28.9% | -21.6% |
| All | -40.5% | +445.5% | -486.1% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling