+555.8%
ROKU vs EFV
+117.6%
+438.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.1% |
| 7D | -2.6% | -2.0% | -0.6% | -0.6% |
| 30D | +2.1% | -0.2% | +2.3% | +2.3% |
| 3M | +31.8% | +9.1% | +22.7% | +20.1% |
| 6M | +53.3% | +11.7% | +41.6% | +36.9% |
| YTD | +42.1% | +17.0% | +25.0% | +20.7% |
| 1Y | +62.3% | +26.7% | +35.6% | +27.1% |
| 3Y | +84.6% | +90.2% | -5.5% | -2.7% |
| 5Y | -53.1% | +96.1% | -149.2% | -75.6% |
| All | +555.8% | +117.6% | +438.2% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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