+105.9%
VXUS vs ROKU
+875.4%
-769.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -1.9% | -2.6% | +0.7% | -1.7% |
| 30D | -0.7% | +2.1% | -2.9% | -0.9% |
| 3M | +4.9% | +31.8% | -26.9% | +2.4% |
| 6M | +9.7% | +53.3% | -43.6% | +5.6% |
| YTD | +15.0% | +42.1% | -27.1% | +11.3% |
| 1Y | +22.4% | +62.3% | -39.9% | +17.1% |
| 3Y | +72.2% | +84.6% | -12.4% | +58.8% |
| 5Y | +52.6% | -53.1% | +105.7% | +47.1% |
| All | +105.9% | +875.4% | -769.5% | +77.6% |
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 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