+361.8%
VRT vs RIG
-24.1%
+385.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | +2.7% |
| 7D | -21.4% | -24.5% | +3.1% | -14.7% |
| 30D | -25.8% | -2.8% | -23.0% | -25.0% |
| 3M | -33.5% | +1.6% | -35.1% | -34.2% |
| 6M | -49.0% | -15.9% | -33.1% | -47.2% |
| YTD | +12.9% | +26.9% | -13.9% | +1.1% |
| 1Y | 0.0% | +34.4% | -34.3% | -12.1% |
| 3Y | +361.8% | -21.2% | +383.0% | +317.3% |
| All | +361.8% | -24.1% | +385.9% | +317.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling