+2.1%
ROKU vs FGI
-69.8%
+71.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -0.1% | +5.2% | -5.3% | -0.3% |
| 30D | +1.5% | +65.2% | -63.8% | -2.8% |
| 3M | +25.7% | +30.2% | -4.5% | +21.3% |
| 6M | +54.5% | +87.8% | -33.4% | +42.0% |
| YTD | +43.2% | +32.5% | +10.7% | +34.0% |
| 1Y | +56.3% | +93.6% | -37.3% | +36.8% |
| 3Y | +86.1% | -2.6% | +88.7% | +64.9% |
| All | +2.1% | -69.8% | +71.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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