+5.1%
VUG vs RIG
+34.1%
-29.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.1% | -1.0% |
| 7D | +2.5% | +5.7% | -3.2% | +2.4% |
| 30D | -6.3% | -0.7% | -5.6% | -6.3% |
| 3M | -6.0% | -3.1% | -2.9% | -6.1% |
| 6M | -3.5% | -16.3% | +12.8% | -3.3% |
| YTD | +3.9% | +34.1% | -30.2% | +0.4% |
| 1Y | +5.1% | +38.2% | -33.1% | +1.1% |
| All | +5.1% | +34.1% | -29.0% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling