+53.4%
ROKU vs VIG
+19.5%
+33.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | -1.5% |
| 7D | +4.8% | +2.7% | +2.0% | +0.8% |
| 30D | +6.1% | +7.0% | -0.9% | -4.1% |
| 3M | +10.5% | +4.0% | +6.5% | +4.4% |
| 6M | +29.2% | +12.3% | +16.9% | +6.7% |
| YTD | +50.0% | +16.4% | +33.7% | +17.7% |
| 1Y | +53.4% | +19.2% | +34.2% | +15.0% |
| All | +53.4% | +19.5% | +33.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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