+172.5%
VEA vs RIG
-94.6%
+267.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.9% | -2.7% | +4.6% | +2.2% |
| 30D | +0.8% | +9.5% | -8.7% | -0.8% |
| 3M | +5.7% | -6.6% | +12.3% | +6.4% |
| 6M | +13.3% | -2.9% | +16.2% | +12.6% |
| YTD | +18.4% | +39.5% | -21.1% | +10.9% |
| 1Y | +27.0% | +82.3% | -55.3% | +13.3% |
| 3Y | +79.3% | -29.6% | +108.9% | +77.8% |
| 5Y | +62.1% | +63.2% | -1.0% | +30.3% |
| 10Y | +160.3% | -45.0% | +205.2% | +89.7% |
| All | +172.5% | -94.6% | +267.1% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RIG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling