-40.5%
RIG vs VSH
+598.8%
-639.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.4% | -7.3% | -4.2% |
| 7D | +0.9% | +4.1% | -3.2% | -0.4% |
| 30D | +13.8% | -4.2% | +18.0% | +14.6% |
| 3M | -6.4% | -50.0% | +43.6% | +11.7% |
| 6M | -8.2% | +80.2% | -88.3% | -28.7% |
| YTD | +41.6% | +121.1% | -79.4% | +2.4% |
| 1Y | +88.7% | +112.0% | -23.3% | +37.5% |
| 3Y | -30.9% | +22.5% | -53.4% | -41.8% |
| 5Y | +57.7% | +64.0% | -6.4% | +20.9% |
| 10Y | -39.3% | +170.4% | -209.6% | -56.5% |
| All | -40.5% | +598.8% | -639.3% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling