+559.3%
ROKU vs VYM
+163.5%
+395.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | -0.3% |
| 7D | -0.4% | -0.8% | +0.4% | +0.5% |
| 30D | +2.1% | -2.2% | +4.3% | +4.8% |
| 3M | +29.5% | +3.1% | +26.4% | +25.0% |
| 6M | +53.8% | +9.7% | +44.1% | +38.5% |
| YTD | +42.8% | +14.9% | +27.9% | +22.0% |
| 1Y | +60.7% | +17.6% | +43.2% | +33.7% |
| 3Y | +83.9% | +65.3% | +18.6% | +8.9% |
| 5Y | -52.8% | +78.7% | -131.5% | -72.7% |
| All | +559.3% | +163.5% | +395.8% | +333.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling