+373.4%
VST vs RIG
-32.0%
+405.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.2% |
| 7D | +8.9% | +0.9% | +8.0% | +8.6% |
| 30D | +6.2% | +13.8% | -7.6% | +2.8% |
| 3M | -2.7% | -6.4% | +3.7% | -1.8% |
| 6M | -8.4% | -8.2% | -0.2% | -8.3% |
| YTD | -7.2% | +41.6% | -48.8% | -18.3% |
| 1Y | -20.9% | +88.7% | -109.6% | -36.8% |
| All | +373.4% | -32.0% | +405.4% | +338.5% |
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