+559.3%
ROKU vs VTEB
+17.3%
+542.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.1% |
| 7D | -0.4% | -0.9% | +0.5% | +0.8% |
| 30D | +2.1% | -2.5% | +4.6% | +5.4% |
| 3M | +29.5% | -3.0% | +32.5% | +34.6% |
| 6M | +53.8% | -2.1% | +55.9% | +58.3% |
| YTD | +42.8% | -1.5% | +44.3% | +45.9% |
| 1Y | +60.7% | +0.2% | +60.6% | +60.8% |
| 3Y | +83.9% | +8.6% | +75.3% | +64.7% |
| 5Y | -52.8% | +1.2% | -54.0% | -54.7% |
| All | +559.3% | +17.3% | +542.0% | +624.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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