+66.6%
SONY vs VLTO
+54.8%
+11.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | +6.7% | +5.4% | +1.3% | +5.1% |
| 30D | +14.8% | +22.3% | -7.5% | +8.2% |
| 3M | +16.9% | +19.6% | -2.7% | +10.9% |
| 6M | +30.2% | +35.2% | -4.9% | +19.2% |
| YTD | +5.5% | +17.9% | -12.4% | +0.2% |
| 1Y | -4.6% | +19.5% | -24.1% | -9.8% |
| 3Y | +57.2% | +73.9% | -16.7% | +42.2% |
| All | +66.6% | +54.8% | +11.7% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling