+13.8%
VRT vs ROKU
+53.8%
-40.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.5% | -14.4% | -13.2% |
| 7D | -15.4% | +4.8% | -20.2% | -16.1% |
| 30D | -19.0% | +6.1% | -25.1% | -19.9% |
| 3M | -23.8% | +10.5% | -34.3% | -25.5% |
| 6M | -37.9% | +29.2% | -67.0% | -41.7% |
| YTD | +27.0% | +50.0% | -23.1% | +15.1% |
| 1Y | +13.8% | +53.4% | -39.6% | +3.3% |
| All | +13.8% | +53.8% | -40.0% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling