+60.2%
ROKU vs VLTO
-8.3%
+68.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.6% |
| 30D | +5.9% | -0.9% | +6.7% | +6.2% |
| 3M | +23.9% | +13.8% | +10.1% | +17.5% |
| 6M | +59.6% | +2.0% | +57.6% | +58.1% |
| YTD | +43.4% | -3.2% | +46.6% | +43.8% |
| 1Y | +60.2% | -9.2% | +69.3% | +66.0% |
| All | +60.2% | -8.3% | +68.4% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling