+67.4%
RIG vs VSH
+38.9%
+28.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.2% | +8.3% | +5.4% |
| 7D | +5.7% | +14.3% | -8.6% | +0.8% |
| 30D | -0.7% | -7.9% | +7.1% | +0.3% |
| 3M | -3.1% | -19.9% | +16.7% | +0.9% |
| 6M | -16.3% | -30.5% | +14.2% | -15.1% |
| YTD | +34.1% | +85.7% | -51.5% | -16.4% |
| 1Y | +38.2% | +98.9% | -60.8% | -17.1% |
| 3Y | -15.3% | +32.1% | -47.4% | -41.2% |
| All | +67.4% | +38.9% | +28.4% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling