+67.8%
VTV vs ROKU
+83.2%
-15.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | -1.0% | +2.1% | -3.1% | -1.2% |
| 3M | +4.6% | +29.5% | -24.8% | +2.0% |
| 6M | +13.5% | +53.8% | -40.3% | +8.7% |
| YTD | +18.5% | +42.8% | -24.3% | +14.0% |
| 1Y | +22.9% | +60.7% | -37.8% | +16.7% |
| 3Y | +67.8% | +83.9% | -16.0% | +50.8% |
| All | +67.8% | +83.2% | -15.3% | +50.8% |
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