+119.6%
VEA vs ROKU
+867.7%
-748.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +0.3% | -3.0% | +3.4% | +0.6% |
| 30D | +0.4% | +0.7% | -0.3% | +0.4% |
| 3M | +4.8% | +26.5% | -21.6% | +2.7% |
| 6M | +11.3% | +52.6% | -41.4% | +7.3% |
| YTD | +17.4% | +40.9% | -23.6% | +13.7% |
| 1Y | +26.2% | +57.6% | -31.4% | +21.1% |
| 3Y | +77.7% | +83.2% | -5.4% | +64.3% |
| 5Y | +60.9% | -54.8% | +115.7% | +55.3% |
| All | +119.6% | +867.7% | -748.1% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling