+227.8%
VST vs RIG
-26.1%
+253.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.4% | +0.3% | -4.7% |
| 7D | -19.9% | -23.8% | +3.9% | -14.8% |
| 30D | -29.7% | -5.6% | -24.1% | -28.9% |
| 3M | -19.6% | -0.8% | -18.8% | -20.0% |
| 6M | -29.4% | -18.4% | -11.0% | -27.2% |
| YTD | -29.7% | +23.5% | -53.2% | -36.6% |
| 1Y | -40.0% | +30.8% | -70.8% | -47.0% |
| All | +227.8% | -26.1% | +253.9% | +203.4% |
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