-42.2%
RIG vs VTR
+99.2%
-141.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -3.1% | -0.3% | -2.8% | -2.9% |
| 30D | -0.5% | +1.1% | -1.6% | -1.1% |
| 3M | -6.0% | +7.9% | -13.9% | -10.0% |
| 6M | -10.1% | +6.2% | -16.3% | -13.8% |
| YTD | +37.3% | +17.7% | +19.6% | +24.9% |
| 1Y | +73.9% | +32.9% | +41.0% | +48.5% |
| 3Y | -30.2% | +129.7% | -159.9% | -56.6% |
| 5Y | +62.5% | +89.3% | -26.8% | +10.2% |
| All | -42.2% | +99.2% | -141.4% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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