+589.4%
VGT vs ROKU
+867.7%
-278.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | +1.5% | -3.0% | +4.5% | +2.0% |
| 30D | +0.5% | +0.7% | -0.2% | +0.4% |
| 3M | +5.3% | +26.5% | -21.2% | +1.0% |
| 6M | +32.4% | +52.6% | -20.2% | +23.2% |
| YTD | +28.6% | +40.9% | -12.3% | +20.8% |
| 1Y | +37.6% | +57.6% | -20.0% | +26.7% |
| 3Y | +125.5% | +83.2% | +42.3% | +94.3% |
| 5Y | +135.2% | -54.8% | +190.0% | +125.2% |
| All | +589.4% | +867.7% | -278.3% | +419.8% |
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