+19.3%
VCIT vs ROKU
+83.8%
-64.5%
-4.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -0.8% | +5.9% | -6.6% | -0.9% |
| 3M | -1.0% | +23.9% | -24.9% | -1.4% |
| 6M | -1.8% | +59.6% | -61.4% | -2.8% |
| YTD | -0.7% | +43.4% | -44.1% | -1.5% |
| 1Y | +1.0% | +60.2% | -59.2% | 0.0% |
| All | +19.3% | +83.8% | -64.5% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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