-52.0%
ROKU vs VCLT
-17.2%
-34.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.4% | -1.4% | +0.9% | +1.2% |
| 30D | +2.1% | -1.2% | +3.2% | +3.4% |
| 3M | +29.5% | -4.8% | +34.3% | +37.2% |
| 6M | +53.8% | -2.6% | +56.4% | +59.1% |
| YTD | +42.8% | -3.3% | +46.1% | +49.0% |
| 1Y | +60.7% | -4.8% | +65.6% | +70.6% |
| 3Y | +83.9% | +11.5% | +72.4% | +58.1% |
| All | -52.0% | -17.2% | -34.8% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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