+2,397.0%
VRT vs ROKU
+241.7%
+2,155.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.8% |
| 7D | -7.7% | -2.6% | -5.1% | -7.2% |
| 30D | -12.0% | +2.1% | -14.1% | -12.3% |
| 3M | -11.7% | +31.8% | -43.5% | -17.1% |
| 6M | -8.1% | +53.3% | -61.4% | -16.5% |
| YTD | +53.2% | +42.1% | +11.2% | +40.7% |
| 1Y | +81.7% | +62.3% | +19.3% | +61.9% |
| 3Y | +535.3% | +84.6% | +450.6% | +428.7% |
| 5Y | +916.4% | -53.1% | +969.4% | +822.0% |
| All | +2,397.0% | +241.7% | +2,155.3% | +1,877.4% |
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