+388.3%
SONY vs VCLT
+102.9%
+285.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | -1.6% | +0.1% | -1.7% | -1.6% |
| 3M | +10.0% | -2.9% | +12.9% | +10.5% |
| 6M | +8.4% | -4.0% | +12.4% | +9.1% |
| YTD | -8.4% | -2.2% | -6.2% | -8.1% |
| 1Y | -18.4% | -2.6% | -15.8% | -18.0% |
| 3Y | +41.0% | +12.3% | +28.7% | +39.1% |
| 5Y | +9.3% | -16.4% | +25.6% | +5.9% |
| 10Y | +281.7% | +18.1% | +263.6% | +302.1% |
| All | +388.3% | +102.9% | +285.3% | +567.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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