+150.1%
VXUS vs RIG
-44.3%
+194.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +0.3% | -8.2% | +8.5% | +1.1% |
| 30D | +0.7% | -0.2% | +0.8% | +0.6% |
| 3M | +4.8% | -2.7% | +7.5% | +4.8% |
| 6M | +11.3% | -7.5% | +18.8% | +11.5% |
| YTD | +16.5% | +38.3% | -21.7% | +12.1% |
| 1Y | +24.3% | +81.8% | -57.6% | +16.1% |
| 3Y | +74.5% | -30.2% | +104.7% | +73.7% |
| 5Y | +54.3% | +59.9% | -5.6% | +36.9% |
| 10Y | +150.1% | -41.9% | +192.0% | +108.5% |
| All | +150.1% | -44.3% | +194.4% | +108.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling