+54.3%
VXUS vs ROKU
-54.3%
+108.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +0.3% | -3.0% | +3.3% | +0.6% |
| 30D | +0.7% | +0.7% | 0.0% | +0.6% |
| 3M | +4.8% | +26.5% | -21.7% | +1.9% |
| 6M | +11.3% | +52.6% | -41.3% | +6.0% |
| YTD | +16.5% | +40.9% | -24.4% | +11.6% |
| 1Y | +24.3% | +57.6% | -33.4% | +17.5% |
| 3Y | +74.5% | +83.2% | -8.7% | +56.6% |
| 5Y | +54.3% | -54.8% | +109.2% | +46.1% |
| All | +54.3% | -54.3% | +108.6% | +46.1% |
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