+327.1%
VUG vs ROKU
+883.2%
-556.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -1.4% | +1.5% | -2.9% | -1.7% |
| 3M | +2.3% | +25.7% | -23.4% | -1.4% |
| 6M | +15.7% | +54.5% | -38.8% | +8.0% |
| YTD | +8.6% | +43.2% | -34.6% | +2.3% |
| 1Y | +14.1% | +56.3% | -42.2% | +5.8% |
| 3Y | +87.9% | +86.1% | +1.8% | +63.1% |
| 5Y | +76.3% | -53.6% | +129.9% | +67.6% |
| All | +327.1% | +883.2% | -556.1% | +227.5% |
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