-50.0%
RIG vs VT
+220.7%
-270.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +1.0% |
| 7D | -12.2% | -0.1% | -12.1% | -12.4% |
| 30D | -6.0% | -3.1% | -2.9% | -1.4% |
| 3M | -9.4% | -3.5% | -5.9% | -4.7% |
| 6M | -19.1% | +0.5% | -19.5% | -21.9% |
| YTD | +25.4% | +10.8% | +14.6% | -0.3% |
| 1Y | +23.3% | +11.9% | +11.4% | -3.8% |
| 3Y | -22.1% | +73.0% | -95.1% | -72.6% |
| 5Y | +50.1% | +58.6% | -8.5% | -36.5% |
| All | -50.0% | +220.7% | -270.7% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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