-42.2%
RIG vs VSH
+196.4%
-238.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.1% | -7.9% | -5.2% |
| 7D | -3.1% | +4.8% | -7.8% | -5.8% |
| 30D | -0.5% | -0.7% | +0.2% | -1.0% |
| 3M | -6.0% | -43.1% | +37.1% | +21.5% |
| 6M | -10.1% | +91.8% | -101.9% | -52.0% |
| YTD | +37.3% | +131.6% | -94.3% | -37.2% |
| 1Y | +73.9% | +118.1% | -44.2% | -18.5% |
| 3Y | -30.2% | +40.9% | -71.1% | -59.0% |
| 5Y | +62.5% | +75.8% | -13.3% | -25.7% |
| All | -42.2% | +196.4% | -238.6% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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