-41.6%
ROKU vs FE
+45.2%
-86.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +5.1% | +5.2% | -0.1% | +4.3% |
| 3M | +7.0% | 0.0% | +7.0% | +6.9% |
| 6M | +25.4% | +5.0% | +20.4% | +24.3% |
| YTD | +48.0% | +7.9% | +40.1% | +45.7% |
| 1Y | +53.1% | +6.3% | +46.8% | +51.2% |
| 3Y | +92.7% | +46.0% | +46.7% | +70.0% |
| All | -41.6% | +45.2% | -86.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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