+167.9%
SONY vs VEU
+190.9%
-23.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.8% |
| 7D | -5.2% | +1.7% | -6.8% | -6.6% |
| 30D | +0.3% | +1.0% | -0.7% | -0.7% |
| 3M | +6.2% | +5.6% | +0.6% | +0.3% |
| 6M | +9.5% | +13.7% | -4.1% | -3.7% |
| YTD | -8.1% | +17.7% | -25.8% | -21.8% |
| 1Y | -17.9% | +25.8% | -43.7% | -34.3% |
| 3Y | +41.5% | +77.1% | -35.6% | -17.2% |
| 5Y | +11.8% | +57.1% | -45.3% | -26.6% |
| 10Y | +275.4% | +149.8% | +125.6% | +60.9% |
| All | +167.9% | +190.9% | -23.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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