+1,934.0%
VRT vs RIG
-55.8%
+1,989.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -4.2% |
| 7D | +10.5% | +5.7% | +4.8% | +9.6% |
| 30D | -9.3% | -0.7% | -8.6% | -9.1% |
| 3M | -29.6% | -3.1% | -26.4% | -29.4% |
| 6M | -45.4% | -16.3% | -29.0% | -44.3% |
| YTD | +24.8% | +34.1% | -9.3% | +18.2% |
| 1Y | +23.6% | +38.2% | -14.5% | +16.6% |
| 3Y | +379.7% | -15.3% | +395.0% | +365.8% |
| 5Y | +660.3% | +62.5% | +597.9% | +562.7% |
| All | +1,934.0% | -55.8% | +1,989.8% | +1,353.1% |
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