-20.9%
VST vs ROKU
+57.7%
-78.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.8% |
| 7D | +8.9% | -1.3% | +10.2% | +9.1% |
| 30D | +6.2% | +5.9% | +0.3% | +5.2% |
| 3M | -2.7% | +23.9% | -26.6% | -6.6% |
| 6M | -8.4% | +59.6% | -67.9% | -16.3% |
| YTD | -7.2% | +43.4% | -50.6% | -15.3% |
| 1Y | -20.9% | +60.2% | -81.1% | -26.4% |
| All | -20.9% | +57.7% | -78.6% | -26.4% |
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 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