+231.6%
VTI vs ROKU
+875.4%
-643.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.0% | -2.6% | +0.6% | -1.7% |
| 30D | -1.9% | +2.1% | -4.1% | -2.2% |
| 3M | +4.5% | +31.8% | -27.2% | +1.1% |
| 6M | +12.6% | +53.3% | -40.7% | +6.9% |
| YTD | +12.0% | +42.1% | -30.1% | +7.0% |
| 1Y | +17.3% | +62.3% | -45.0% | +10.3% |
| 3Y | +75.3% | +84.6% | -9.3% | +57.2% |
| 5Y | +74.0% | -53.1% | +127.1% | +66.2% |
| All | +231.6% | +875.4% | -643.9% | +166.1% |
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