-42.2%
RIG vs VIG
+250.0%
-292.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.9% |
| 7D | -3.1% | -1.1% | -2.0% | -1.4% |
| 30D | -0.5% | -2.7% | +2.2% | +3.8% |
| 3M | -6.0% | +2.5% | -8.5% | -10.2% |
| 6M | -10.1% | +9.2% | -19.4% | -23.3% |
| YTD | +37.3% | +9.8% | +27.5% | +16.7% |
| 1Y | +73.9% | +12.4% | +61.5% | +42.9% |
| 3Y | -30.2% | +55.9% | -86.1% | -65.6% |
| 5Y | +62.5% | +63.9% | -1.5% | -26.5% |
| All | -42.2% | +250.0% | -292.2% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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