+63.9%
VUG vs RIG
+42.7%
+21.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.2% | -12.2% | +11.0% | +0.1% |
| 30D | -8.9% | -6.0% | -2.9% | -8.5% |
| 3M | -5.9% | -9.4% | +3.5% | -5.3% |
| 6M | -3.3% | -19.1% | +15.8% | -1.8% |
| YTD | +3.4% | +25.4% | -22.0% | -1.0% |
| 1Y | +1.9% | +23.3% | -21.4% | -2.4% |
| 3Y | +76.9% | -22.1% | +99.0% | +71.3% |
| 5Y | +63.9% | +50.1% | +13.7% | +40.7% |
| All | +63.9% | +42.7% | +21.2% | +40.7% |
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