-38.0%
VG vs ROKU
+85.8%
-123.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | +11.1% | +1.5% | +9.6% | +10.5% |
| 3M | +14.9% | +25.7% | -10.8% | +6.7% |
| 6M | +18.4% | +54.5% | -36.1% | +0.1% |
| YTD | +116.6% | +43.2% | +73.4% | +87.7% |
| 1Y | +9.4% | +56.3% | -46.9% | -10.2% |
| All | -38.0% | +85.8% | -123.8% | -54.1% |
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