+13.8%
VRT vs RIG
+43.0%
-29.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -7.6% | -5.3% | -11.0% |
| 7D | -15.4% | -18.8% | +3.4% | -11.2% |
| 30D | -19.0% | -1.1% | -17.9% | -18.5% |
| 3M | -23.8% | +4.4% | -28.2% | -25.1% |
| 6M | -37.9% | -20.8% | -17.1% | -34.9% |
| YTD | +27.0% | +32.0% | -5.0% | -0.4% |
| 1Y | +13.8% | +39.7% | -25.9% | -14.2% |
| All | +13.8% | +43.0% | -29.2% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling