+1,205.2%
VST vs RIG
-46.5%
+1,251.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.5% |
| 7D | -0.5% | -17.0% | +16.5% | +2.0% |
| 30D | -17.1% | -6.2% | -10.9% | -16.4% |
| 3M | -4.6% | -1.7% | -2.9% | -4.6% |
| 6M | -9.1% | -19.2% | +10.2% | -7.2% |
| YTD | -16.6% | +25.2% | -41.8% | -20.2% |
| 1Y | -29.5% | +29.9% | -59.4% | -33.0% |
| 3Y | +297.5% | -21.3% | +318.8% | +289.4% |
| 5Y | +654.5% | +40.5% | +614.0% | +565.6% |
| 10Y | +1,205.2% | -49.6% | +1,254.8% | +951.0% |
| All | +1,205.2% | -46.5% | +1,251.7% | +951.0% |
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