+96.1%
VCIT vs SONY
+464.5%
-368.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | -0.1% |
| 7D | +0.1% | +6.7% | -6.6% | 0.0% |
| 30D | +1.9% | +14.8% | -12.9% | +1.7% |
| 3M | -1.4% | +16.9% | -18.3% | -1.7% |
| 6M | -2.1% | +30.2% | -32.4% | -2.6% |
| YTD | -1.6% | +5.5% | -7.1% | -1.8% |
| 1Y | -0.9% | -4.6% | +3.7% | -0.9% |
| 3Y | +20.0% | +57.2% | -37.3% | +19.0% |
| 5Y | +3.1% | +12.1% | -8.9% | +2.2% |
| 10Y | +28.7% | +361.6% | -332.8% | +28.2% |
| All | +96.1% | +464.5% | -368.4% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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