-42.4%
RIG vs VTRS
+165.4%
-207.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -3.1% | -2.2% | -0.9% | -2.4% |
| 30D | -0.5% | +3.3% | -3.8% | -1.6% |
| 3M | -6.0% | +2.0% | -8.0% | -6.9% |
| 6M | -10.1% | +19.9% | -30.1% | -16.1% |
| YTD | +37.3% | +35.7% | +1.6% | +23.0% |
| 1Y | +73.9% | +68.1% | +5.8% | +45.3% |
| 3Y | -30.2% | +87.1% | -117.3% | -44.7% |
| 5Y | +62.5% | +47.6% | +14.8% | +36.1% |
| 10Y | -42.3% | -48.2% | +5.9% | -37.0% |
| All | -42.4% | +165.4% | -207.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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