-52.0%
ROKU vs VIG
+63.0%
-115.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.9% |
| 7D | -0.4% | -1.1% | +0.6% | +1.8% |
| 30D | +2.1% | -2.7% | +4.8% | +7.9% |
| 3M | +29.5% | +2.5% | +27.0% | +22.6% |
| 6M | +53.8% | +9.2% | +44.6% | +28.2% |
| YTD | +42.8% | +9.8% | +33.0% | +17.8% |
| 1Y | +60.7% | +12.4% | +48.3% | +26.3% |
| 3Y | +83.9% | +55.9% | +28.0% | -24.8% |
| All | -52.0% | +63.0% | -115.0% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling