+75.3%
VTI vs RIG
-31.2%
+106.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -0.4% | -8.2% | +7.8% | +0.5% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | +3.6% | -2.7% | +6.3% | +3.6% |
| 6M | +13.0% | -7.5% | +20.5% | +13.1% |
| YTD | +12.7% | +38.3% | -25.6% | +6.9% |
| 1Y | +18.4% | +81.8% | -63.5% | +7.8% |
| All | +75.3% | -31.2% | +106.5% | +68.1% |
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