+120.8%
ROKU vs VLTO
+24.3%
+96.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -0.4% | -2.3% | +1.9% | +1.1% |
| 30D | +2.1% | -2.7% | +4.7% | +3.8% |
| 3M | +29.5% | +14.0% | +15.5% | +17.1% |
| 6M | +53.8% | +3.3% | +50.5% | +48.9% |
| YTD | +42.8% | -5.4% | +48.2% | +47.3% |
| 1Y | +60.7% | -13.3% | +74.0% | +77.2% |
| All | +120.8% | +24.3% | +96.5% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling