+121.4%
ROKU vs VLTO
+26.2%
+95.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -0.1% | -1.6% | +1.4% | +0.9% |
| 30D | +1.5% | -2.9% | +4.3% | +3.3% |
| 3M | +25.7% | +12.7% | +13.0% | +14.7% |
| 6M | +54.5% | +1.6% | +52.9% | +51.6% |
| YTD | +43.2% | -4.0% | +47.2% | +46.3% |
| 1Y | +56.3% | -10.2% | +66.5% | +67.6% |
| All | +121.4% | +26.2% | +95.2% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling