+49.4%
RIGS vs VT
+287.5%
-238.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -0.1% | +1.0% | -1.1% | -0.3% |
| 3M | +0.6% | +2.4% | -1.8% | +0.1% |
| 6M | -0.3% | +12.0% | -12.3% | -2.6% |
| YTD | +1.0% | +15.3% | -14.3% | -1.9% |
| 1Y | +1.2% | +22.6% | -21.4% | -3.0% |
| 3Y | +15.2% | +74.7% | -59.4% | +2.2% |
| 5Y | +10.1% | +66.1% | -56.0% | -1.8% |
| 10Y | +31.1% | +225.0% | -193.9% | -2.1% |
| All | +49.4% | +287.5% | -238.1% | +8.0% |
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