+1,002.6%
VST vs RIG
-46.0%
+1,048.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.7% | +7.8% | +10.2% |
| 7D | -9.8% | -24.5% | +14.7% | -6.4% |
| 30D | -25.1% | -2.8% | -22.4% | -24.9% |
| 3M | -11.6% | +1.6% | -13.1% | -12.0% |
| 6M | -20.9% | -15.9% | -5.0% | -19.8% |
| YTD | -22.3% | +26.9% | -49.2% | -25.8% |
| 1Y | -32.0% | +34.4% | -66.4% | -35.7% |
| 3Y | +262.4% | -21.2% | +283.6% | +254.9% |
| 5Y | +563.4% | +46.4% | +517.0% | +482.5% |
| 10Y | +1,120.7% | -45.8% | +1,166.5% | +876.5% |
| All | +1,002.6% | -46.0% | +1,048.6% | +787.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling