-79.0%
VFC vs SONY
+8.8%
-87.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -3.3% | -5.8% | +2.5% | -0.3% |
| 30D | -14.0% | -0.4% | -13.6% | -14.0% |
| 3M | -22.6% | +13.3% | -35.9% | -28.4% |
| 6M | -24.7% | +8.5% | -33.2% | -29.4% |
| YTD | -29.0% | -8.1% | -20.8% | -26.8% |
| 1Y | -13.8% | -17.9% | +4.1% | -5.7% |
| 3Y | -28.2% | +41.4% | -69.7% | -42.5% |
| 5Y | -79.0% | +9.3% | -88.3% | -81.6% |
| All | -79.0% | +8.8% | -87.8% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling