+559.3%
ROKU vs VMC
+129.8%
+429.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.1% |
| 7D | -0.4% | -3.8% | +3.3% | +1.5% |
| 30D | +2.1% | -9.7% | +11.8% | +7.2% |
| 3M | +29.5% | -9.6% | +39.1% | +35.2% |
| 6M | +53.8% | -4.8% | +58.6% | +55.8% |
| YTD | +42.8% | -10.9% | +53.7% | +48.4% |
| 1Y | +60.7% | -15.6% | +76.3% | +71.3% |
| 3Y | +83.9% | +19.3% | +64.6% | +61.7% |
| 5Y | -52.8% | +48.0% | -100.8% | -62.0% |
| All | +559.3% | +129.8% | +429.5% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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