+953.6%
VRT vs ROKU
-54.3%
+1,007.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -9.1% |
| 7D | +2.4% | -3.0% | +5.5% | +3.4% |
| 30D | -2.7% | +0.7% | -3.4% | -2.9% |
| 3M | -9.2% | +26.5% | -35.6% | -16.0% |
| 6M | -0.5% | +52.6% | -53.1% | -13.2% |
| YTD | +62.3% | +40.9% | +21.4% | +44.0% |
| 1Y | +109.6% | +57.6% | +51.9% | +79.1% |
| 3Y | +573.1% | +83.2% | +489.9% | +413.4% |
| 5Y | +953.6% | -54.8% | +1,008.5% | +769.8% |
| All | +953.6% | -54.3% | +1,007.9% | +769.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling