+326.6%
VUG vs ROKU
+880.6%
-554.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -1.0% | +2.1% | -3.0% | -1.3% |
| 3M | +3.5% | +29.5% | -26.0% | -0.7% |
| 6M | +14.2% | +53.8% | -39.6% | +6.7% |
| YTD | +8.5% | +42.8% | -34.3% | +2.2% |
| 1Y | +12.9% | +60.7% | -47.9% | +4.3% |
| 3Y | +85.6% | +83.9% | +1.7% | +61.4% |
| 5Y | +78.1% | -52.8% | +130.9% | +69.1% |
| All | +326.6% | +880.6% | -554.0% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling