+74.0%
VTI vs RIG
+58.5%
+15.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -2.0% | -4.2% | +2.1% | -1.6% |
| 30D | -1.9% | -0.7% | -1.3% | -1.9% |
| 3M | +4.5% | -4.0% | +8.5% | +4.7% |
| 6M | +12.6% | -6.3% | +18.9% | +12.5% |
| YTD | +12.0% | +39.7% | -27.7% | +6.6% |
| 1Y | +17.3% | +78.1% | -60.7% | +8.1% |
| 3Y | +75.3% | -29.5% | +104.8% | +72.6% |
| 5Y | +74.0% | +65.3% | +8.7% | +49.5% |
| All | +74.0% | +58.5% | +15.5% | +49.5% |
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