+161.1%
VEA vs RIG
-41.2%
+202.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | -1.5% | -3.1% | +1.6% | -1.2% |
| 30D | -0.8% | -0.5% | -0.3% | -0.8% |
| 3M | +2.5% | -6.0% | +8.4% | +2.8% |
| 6M | +11.1% | -10.1% | +21.3% | +11.6% |
| YTD | +17.2% | +37.3% | -20.1% | +12.8% |
| 1Y | +24.5% | +73.9% | -49.4% | +16.7% |
| 3Y | +75.4% | -30.2% | +105.6% | +74.6% |
| 5Y | +61.1% | +62.5% | -1.4% | +42.6% |
| All | +161.1% | -41.2% | +202.3% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling