+176.0%
VT vs ROKU
+884.7%
-708.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.4% | -1.3% | +1.8% | +0.6% |
| 30D | +1.0% | +5.9% | -4.9% | +0.4% |
| 3M | +2.4% | +23.9% | -21.5% | 0.0% |
| 6M | +12.0% | +59.6% | -47.6% | +6.6% |
| YTD | +15.3% | +43.4% | -28.1% | +10.7% |
| 1Y | +22.6% | +60.2% | -37.6% | +16.2% |
| 3Y | +74.7% | +90.4% | -15.7% | +57.9% |
| 5Y | +66.1% | -54.5% | +120.7% | +59.6% |
| All | +176.0% | +884.7% | -708.7% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling