+1,216.9%
VST vs RIG
-39.8%
+1,256.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.9% |
| 7D | +8.9% | +0.9% | +8.0% | +8.8% |
| 30D | +6.2% | +13.8% | -7.6% | +4.3% |
| 3M | -2.7% | -6.4% | +3.7% | -2.2% |
| 6M | -8.4% | -8.2% | -0.2% | -8.2% |
| YTD | -7.2% | +41.6% | -48.8% | -12.5% |
| 1Y | -20.9% | +88.7% | -109.6% | -28.5% |
| 3Y | +384.0% | -30.9% | +414.8% | +380.0% |
| 5Y | +757.1% | +57.7% | +699.4% | +643.5% |
| All | +1,216.9% | -39.8% | +1,256.6% | +947.4% |
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 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