+159.6%
VT vs ROKU
+915.9%
-756.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.3% | +3.5% | -5.8% | -2.6% |
| 30D | -5.0% | +5.1% | -10.1% | -5.4% |
| 3M | -4.9% | +7.0% | -11.8% | -5.5% |
| 6M | -1.5% | +25.4% | -27.0% | -4.0% |
| YTD | +8.5% | +48.0% | -39.5% | +3.8% |
| 1Y | +11.4% | +53.1% | -41.8% | +6.1% |
| 3Y | +70.1% | +92.7% | -22.6% | +54.3% |
| 5Y | +53.7% | -42.4% | +96.1% | +45.2% |
| All | +159.6% | +915.9% | -756.3% | +114.1% |
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