+93.5%
VXUS vs ROKU
+915.9%
-822.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -1.8% | +3.5% | -5.2% | -2.0% |
| 30D | -4.6% | +5.1% | -9.7% | -5.0% |
| 3M | -6.1% | +7.0% | -13.0% | -6.6% |
| 6M | -4.9% | +25.4% | -30.3% | -6.8% |
| YTD | +8.1% | +48.0% | -39.9% | +4.2% |
| 1Y | +12.1% | +53.1% | -41.1% | +7.7% |
| 3Y | +63.9% | +92.7% | -28.8% | +51.1% |
| 5Y | +43.1% | -42.4% | +85.5% | +36.2% |
| All | +93.5% | +915.9% | -822.5% | +66.3% |
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