+119.2%
VEA vs ROKU
+880.6%
-761.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -1.5% | -0.4% | -1.0% | -1.4% |
| 30D | -0.8% | +2.1% | -2.9% | -1.0% |
| 3M | +2.5% | +29.5% | -27.0% | +0.2% |
| 6M | +11.1% | +53.8% | -42.7% | +7.1% |
| YTD | +17.2% | +42.8% | -25.6% | +13.4% |
| 1Y | +24.5% | +60.7% | -36.2% | +19.3% |
| 3Y | +75.4% | +83.9% | -8.5% | +62.1% |
| 5Y | +61.1% | -52.8% | +113.9% | +55.0% |
| All | +119.2% | +880.6% | -761.3% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling