+82.9%
ROKU vs VFC
-28.4%
+111.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -2.6% | -3.3% | +0.6% | -1.5% |
| 30D | +2.1% | -14.0% | +16.1% | +7.5% |
| 3M | +31.8% | -22.6% | +54.3% | +41.8% |
| 6M | +53.3% | -24.7% | +78.0% | +66.1% |
| YTD | +42.1% | -29.0% | +71.0% | +56.9% |
| 1Y | +62.3% | -13.8% | +76.1% | +63.8% |
| All | +82.9% | -28.4% | +111.3% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling