+559.3%
ROKU vs VFC
-71.0%
+630.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -1.3% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | +2.1% | -9.0% | +11.0% | +5.9% |
| 3M | +29.5% | -24.2% | +53.7% | +42.7% |
| 6M | +53.8% | -18.5% | +72.3% | +63.6% |
| YTD | +42.8% | -25.9% | +68.7% | +57.5% |
| 1Y | +60.7% | -13.0% | +73.7% | +61.6% |
| 3Y | +83.9% | -20.3% | +104.2% | +66.6% |
| 5Y | -52.8% | -78.1% | +25.3% | -24.0% |
| All | +559.3% | -71.0% | +630.3% | +1,233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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