+56.2%
VFC vs SONY
+63.5%
-7.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.5% |
| 7D | +1.6% | +0.3% | +1.4% | +1.5% |
| 30D | +25.5% | +11.1% | +14.4% | +18.9% |
| 3M | +41.3% | +14.7% | +26.6% | +31.6% |
| 6M | +22.2% | +18.8% | +3.4% | +10.6% |
| YTD | +16.4% | +5.7% | +10.7% | +12.5% |
| 1Y | +38.4% | -8.1% | +46.5% | +46.0% |
| 3Y | +56.2% | +64.0% | -7.8% | +5.4% |
| All | +56.2% | +63.5% | -7.3% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling