+66.6%
VTV vs RIG
-30.5%
+97.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | -2.1% | -4.2% | +2.1% | -1.7% |
| 30D | -1.3% | -0.7% | -0.6% | -1.3% |
| 3M | +5.6% | -4.0% | +9.6% | +5.8% |
| 6M | +12.4% | -6.3% | +18.7% | +12.3% |
| YTD | +17.6% | +39.7% | -22.1% | +12.4% |
| 1Y | +23.5% | +78.1% | -54.6% | +14.4% |
| All | +66.6% | -30.5% | +97.1% | +64.5% |
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 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