+550.6%
ROKU vs VFC
-71.8%
+622.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | -3.0% | -2.3% | -0.7% | -2.1% |
| 30D | +0.7% | -13.4% | +14.1% | +6.8% |
| 3M | +26.5% | -23.7% | +50.2% | +39.0% |
| 6M | +52.6% | -24.5% | +77.1% | +67.7% |
| YTD | +40.9% | -27.8% | +68.8% | +57.3% |
| 1Y | +57.6% | -13.5% | +71.1% | +58.9% |
| 3Y | +83.2% | -27.1% | +110.3% | +73.0% |
| 5Y | -54.8% | -79.0% | +24.2% | -26.0% |
| All | +550.6% | -71.8% | +622.4% | +1,231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling