-11.9%
SONY vs VLTO
+20.4%
-32.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | +9.6% | +18.7% | -9.1% | +5.0% |
| 3M | +13.3% | +21.7% | -8.4% | +7.8% |
| 6M | +20.3% | +35.8% | -15.5% | +12.4% |
| YTD | +4.1% | +18.3% | -14.1% | -1.3% |
| 1Y | -11.9% | +20.9% | -32.8% | -16.5% |
| All | -11.9% | +20.4% | -32.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling