+48.5%
RIGS vs VT
+272.2%
-223.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | +0.2% | -0.1% | +0.4% | +0.2% |
| 30D | +1.3% | -3.1% | +4.4% | +1.9% |
| 3M | -0.4% | -3.5% | +3.1% | +0.2% |
| 6M | -0.9% | +0.5% | -1.3% | -1.0% |
| YTD | +0.4% | +10.8% | -10.3% | -1.8% |
| 1Y | +1.0% | +11.9% | -10.9% | -1.4% |
| 3Y | +15.5% | +73.0% | -57.5% | +2.5% |
| 5Y | +9.9% | +58.6% | -48.7% | -1.1% |
| 10Y | +32.0% | +219.2% | -187.2% | -1.1% |
| All | +48.5% | +272.2% | -223.7% | +8.2% |
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