+124.8%
VGT vs ROKU
+83.2%
+41.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.2% | -0.4% | +0.3% | -0.1% |
| 30D | -0.4% | +2.1% | -2.5% | -0.9% |
| 3M | +4.4% | +29.5% | -25.1% | -1.7% |
| 6M | +32.1% | +53.8% | -21.7% | +19.5% |
| YTD | +28.8% | +42.8% | -14.0% | +17.9% |
| 1Y | +35.3% | +60.7% | -25.4% | +20.4% |
| 3Y | +124.8% | +83.9% | +40.9% | +92.1% |
| All | +124.8% | +83.2% | +41.6% | +92.1% |
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 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