+769.3%
VST vs RIG
+60.3%
+709.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +4.0% |
| 7D | +8.9% | +0.9% | +8.0% | +8.7% |
| 30D | +6.2% | +13.8% | -7.6% | +3.6% |
| 3M | -2.7% | -6.4% | +3.7% | -2.0% |
| 6M | -8.4% | -8.2% | -0.2% | -8.2% |
| YTD | -7.2% | +41.6% | -48.8% | -14.8% |
| 1Y | -20.9% | +88.7% | -109.6% | -31.8% |
| 3Y | +384.0% | -30.9% | +414.8% | +364.7% |
| All | +769.3% | +60.3% | +709.1% | +616.6% |
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 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