-22.4%
VFC vs SONY
+39.5%
-62.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -2.3% | -4.9% | +2.6% | 0.0% |
| 30D | -13.4% | -1.6% | -11.8% | -12.8% |
| 3M | -23.7% | +10.0% | -33.7% | -27.9% |
| 6M | -24.5% | +8.4% | -32.9% | -28.8% |
| YTD | -27.8% | -8.4% | -19.4% | -25.2% |
| 1Y | -13.5% | -18.4% | +4.9% | -4.5% |
| All | -22.4% | +39.5% | -62.0% | -32.2% |
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