+559.3%
ROKU vs VEU
+111.6%
+447.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.9% |
| 7D | -0.4% | -1.4% | +1.0% | +1.5% |
| 30D | +2.1% | -0.4% | +2.5% | +2.5% |
| 3M | +29.5% | +2.5% | +27.0% | +24.0% |
| 6M | +53.8% | +11.1% | +42.6% | +31.3% |
| YTD | +42.8% | +16.5% | +26.3% | +13.9% |
| 1Y | +60.7% | +22.9% | +37.8% | +19.0% |
| 3Y | +83.9% | +73.4% | +10.5% | -13.5% |
| 5Y | -52.8% | +56.1% | -108.9% | -73.7% |
| All | +559.3% | +111.6% | +447.7% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling