-53.5%
RIG vs VTEB
+25.5%
-79.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -3.1% | -0.9% | -2.2% | -2.8% |
| 30D | -0.5% | -2.5% | +2.0% | +0.4% |
| 3M | -6.0% | -3.0% | -3.0% | -5.0% |
| 6M | -10.1% | -2.1% | -8.0% | -9.5% |
| YTD | +37.3% | -1.5% | +38.8% | +37.9% |
| 1Y | +73.9% | +0.2% | +73.8% | +73.4% |
| 3Y | -30.2% | +8.6% | -38.7% | -33.4% |
| 5Y | +62.5% | +1.2% | +61.3% | +60.7% |
| 10Y | -42.3% | +18.1% | -60.4% | -34.3% |
| All | -53.5% | +25.5% | -79.0% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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