-95.8%
RIG vs VT
+345.0%
-440.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -0.6% |
| 7D | -23.8% | -4.2% | -19.6% | -19.2% |
| 30D | -5.6% | -5.8% | +0.2% | +2.4% |
| 3M | -0.8% | -5.2% | +4.5% | +6.4% |
| 6M | -18.4% | +0.1% | -18.5% | -20.0% |
| YTD | +23.5% | +8.2% | +15.3% | +7.3% |
| 1Y | +30.8% | +10.1% | +20.6% | +11.0% |
| 3Y | -25.4% | +69.7% | -95.1% | -65.0% |
| 5Y | +42.5% | +53.4% | -10.9% | -20.8% |
| 10Y | -47.3% | +219.2% | -266.5% | -86.3% |
| All | -95.8% | +345.0% | -440.7% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling