+60.2%
ROKU vs VYM
+21.4%
+38.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +5.9% | -0.5% | +6.4% | +6.6% |
| 3M | +23.9% | +3.0% | +20.9% | +18.5% |
| 6M | +59.6% | +8.2% | +51.3% | +40.8% |
| YTD | +43.4% | +15.8% | +27.6% | +18.8% |
| 1Y | +60.2% | +20.8% | +39.3% | +26.4% |
| All | +60.2% | +21.4% | +38.7% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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