+11.4%
VT vs ROKU
+49.2%
-37.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.3% | +3.5% | -5.8% | -2.8% |
| 30D | -5.0% | +5.1% | -10.1% | -5.7% |
| 3M | -4.9% | +7.0% | -11.8% | -5.9% |
| 6M | -1.5% | +25.4% | -27.0% | -5.0% |
| YTD | +8.5% | +48.0% | -39.5% | +0.4% |
| 1Y | +11.4% | +53.1% | -41.8% | +2.6% |
| All | +11.4% | +49.2% | -37.8% | +2.6% |
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