+251.2%
SONY vs VT
+345.0%
-93.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.2% | +10.1% |
| 7D | +8.1% | -4.2% | +12.3% | +12.3% |
| 30D | +15.5% | -5.8% | +21.3% | +21.8% |
| 3M | +22.7% | -5.2% | +28.0% | +28.6% |
| 6M | +36.9% | +0.1% | +36.7% | +35.1% |
| YTD | +7.6% | +8.2% | -0.7% | -1.8% |
| 1Y | -1.9% | +10.1% | -12.0% | -12.0% |
| 3Y | +59.0% | +69.7% | -10.6% | -6.9% |
| 5Y | +14.3% | +53.4% | -39.1% | -25.7% |
| 10Y | +370.8% | +219.2% | +151.6% | +46.2% |
| All | +251.2% | +345.0% | -93.8% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling