-52.0%
ROKU vs VFC
-78.2%
+26.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.8% | -1.5% |
| 7D | -0.4% | -1.4% | +1.0% | +0.2% |
| 30D | +2.1% | -9.0% | +11.0% | +6.4% |
| 3M | +29.5% | -24.2% | +53.7% | +44.2% |
| 6M | +53.8% | -18.5% | +72.3% | +64.4% |
| YTD | +42.8% | -25.9% | +68.7% | +58.9% |
| 1Y | +60.7% | -13.0% | +73.7% | +60.8% |
| 3Y | +83.9% | -20.3% | +104.2% | +56.7% |
| All | -52.0% | -78.2% | +26.2% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling