+166.9%
VEA vs SONY
+161.6%
+5.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | -2.1% | -5.8% | +3.7% | +0.1% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | +5.1% | +13.3% | -8.2% | -0.4% |
| 6M | +9.8% | +8.5% | +1.3% | +5.4% |
| YTD | +15.9% | -8.1% | +24.1% | +18.3% |
| 1Y | +24.6% | -17.9% | +42.5% | +32.1% |
| 3Y | +75.5% | +41.4% | +34.1% | +47.0% |
| 5Y | +59.4% | +9.3% | +50.1% | +44.6% |
| 10Y | +160.3% | +283.0% | -122.7% | +36.5% |
| All | +166.9% | +161.6% | +5.2% | +30.5% |
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