+49.6%
RIG vs VG
-38.0%
+87.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -2.0% |
| 7D | -2.7% | -2.5% | -0.2% | -2.2% |
| 30D | +9.5% | +11.1% | -1.6% | +6.9% |
| 3M | -6.6% | +14.9% | -21.5% | -10.2% |
| 6M | -2.9% | +18.4% | -21.2% | -8.8% |
| YTD | +39.5% | +116.6% | -77.1% | +12.1% |
| 1Y | +82.3% | +9.4% | +72.9% | +69.8% |
| All | +49.6% | -38.0% | +87.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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