+1,199.2%
VUG vs RIG
-78.9%
+1,278.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +4.4% | +4.3% | +0.1% | +3.8% |
| 30D | -7.3% | -5.8% | -1.5% | -6.8% |
| 3M | -4.2% | -6.7% | +2.4% | -3.9% |
| 6M | -1.6% | -18.7% | +17.1% | +0.2% |
| YTD | +4.9% | +28.8% | -23.9% | -0.5% |
| 1Y | +3.8% | +28.8% | -25.0% | -1.6% |
| 3Y | +79.4% | -20.0% | +99.4% | +74.4% |
| 5Y | +63.9% | +56.0% | +7.9% | +37.3% |
| 10Y | +404.0% | -48.7% | +452.7% | +288.6% |
| All | +1,199.2% | -78.9% | +1,278.1% | +1,087.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling