+290.3%
VST vs RIG
-22.2%
+312.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -6.0% | -12.2% | +6.2% | -2.9% |
| 30D | -18.8% | -6.0% | -12.8% | -17.7% |
| 3M | -8.0% | -9.4% | +1.4% | -6.4% |
| 6M | -10.9% | -19.1% | +8.1% | -7.9% |
| YTD | -18.3% | +25.4% | -43.8% | -26.5% |
| 1Y | -29.9% | +23.3% | -53.3% | -36.8% |
| 3Y | +290.3% | -22.1% | +312.4% | +260.6% |
| All | +290.3% | -22.2% | +312.5% | +260.6% |
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