+368.5%
SONY vs VT
+222.7%
+145.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +1.2% |
| 7D | -3.2% | +2.9% | -6.1% | -5.8% |
| 30D | +9.6% | -2.5% | +12.1% | +11.6% |
| 3M | +13.3% | -3.3% | +16.6% | +16.2% |
| 6M | +20.3% | +1.5% | +18.8% | +17.1% |
| YTD | +4.1% | +11.4% | -7.2% | -7.4% |
| 1Y | -11.9% | +11.9% | -23.8% | -22.0% |
| 3Y | +56.6% | +73.9% | -17.3% | -9.5% |
| 5Y | +10.9% | +57.9% | -47.0% | -29.4% |
| All | +368.5% | +222.7% | +145.8% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling