+272.2%
VST vs ROKU
+98.8%
+173.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.1% | +10.5% | +10.5% |
| 7D | -9.8% | +3.5% | -13.3% | -10.7% |
| 30D | -25.1% | +5.1% | -30.2% | -26.2% |
| 3M | -11.6% | +7.0% | -18.5% | -13.4% |
| 6M | -20.9% | +25.4% | -46.3% | -26.4% |
| YTD | -22.3% | +48.0% | -70.3% | -31.7% |
| 1Y | -32.0% | +53.1% | -85.1% | -40.9% |
| All | +272.2% | +98.8% | +173.4% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling