+111.0%
VXUS vs ROKU
+884.7%
-773.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +1.0% | -1.3% | +2.3% | +1.1% |
| 30D | +2.2% | +5.9% | -3.7% | +1.7% |
| 3M | +3.0% | +23.9% | -20.9% | +1.0% |
| 6M | +10.7% | +59.6% | -48.9% | +6.2% |
| YTD | +17.8% | +43.4% | -25.6% | +13.9% |
| 1Y | +27.6% | +60.2% | -32.6% | +22.1% |
| 3Y | +73.3% | +90.4% | -17.1% | +59.4% |
| 5Y | +54.3% | -54.5% | +108.9% | +49.0% |
| All | +111.0% | +884.7% | -773.7% | +81.9% |
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