+5.2%
VUG vs ROKU
+53.8%
-48.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -3.0% | +4.8% | -7.8% | -3.8% |
| 30D | -6.4% | +6.1% | -12.5% | -7.4% |
| 3M | -3.2% | +10.5% | -13.7% | -5.0% |
| 6M | +3.1% | +29.2% | -26.1% | -1.9% |
| YTD | +6.3% | +50.0% | -43.8% | -3.2% |
| 1Y | +5.2% | +53.4% | -48.2% | -3.8% |
| All | +5.2% | +53.8% | -48.6% | -3.8% |
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 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