+550.6%
ROKU vs VIG
+197.7%
+352.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -0.8% |
| 7D | -3.0% | -1.2% | -1.9% | -1.4% |
| 30D | +0.7% | -2.8% | +3.5% | +4.9% |
| 3M | +26.5% | +2.5% | +24.0% | +22.1% |
| 6M | +52.6% | +8.1% | +44.5% | +36.9% |
| YTD | +40.9% | +9.6% | +31.4% | +24.3% |
| 1Y | +57.6% | +14.2% | +43.5% | +31.1% |
| 3Y | +83.2% | +56.1% | +27.1% | +3.6% |
| 5Y | -54.8% | +62.8% | -117.7% | -74.5% |
| All | +550.6% | +197.7% | +352.9% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling