+33.8%
VWO vs ROKU
-52.4%
+86.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.8% | -0.4% | -1.3% | -1.7% |
| 30D | -0.1% | +2.1% | -2.2% | -0.3% |
| 3M | +2.2% | +29.5% | -27.3% | -0.9% |
| 6M | +8.8% | +53.8% | -45.0% | +3.2% |
| YTD | +12.4% | +42.8% | -30.4% | +7.3% |
| 1Y | +15.6% | +60.7% | -45.2% | +8.8% |
| 3Y | +62.5% | +83.9% | -21.4% | +45.2% |
| All | +33.8% | -52.4% | +86.3% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling