+523.2%
VST vs RIG
+40.5%
+482.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.4% | +0.3% | -5.0% |
| 7D | -19.9% | -23.8% | +3.9% | -15.9% |
| 30D | -29.7% | -5.6% | -24.1% | -29.0% |
| 3M | -19.6% | -0.8% | -18.8% | -19.8% |
| 6M | -29.4% | -18.4% | -11.0% | -27.6% |
| YTD | -29.7% | +23.5% | -53.2% | -34.3% |
| 1Y | -40.0% | +30.8% | -70.8% | -44.7% |
| 3Y | +231.0% | -25.4% | +256.4% | +215.8% |
| All | +523.2% | +40.5% | +482.7% | +427.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling