+2,826.7%
VRT vs RIG
-54.0%
+2,880.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.9% |
| 7D | +13.6% | -2.7% | +16.3% | +14.0% |
| 30D | +6.8% | +9.5% | -2.7% | +5.2% |
| 3M | -3.2% | -6.6% | +3.4% | -2.6% |
| 6M | +20.3% | -2.9% | +23.2% | +19.6% |
| YTD | +79.6% | +39.5% | +40.1% | +69.3% |
| 1Y | +139.0% | +82.3% | +56.7% | +116.3% |
| 3Y | +644.6% | -29.6% | +674.2% | +637.5% |
| 5Y | +1,024.4% | +63.2% | +961.2% | +874.8% |
| All | +2,826.7% | -54.0% | +2,880.7% | +1,981.0% |
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