+1,277.6%
VFC vs SONY
+609.3%
+668.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.8% |
| 7D | +1.6% | +0.3% | +1.4% | +1.6% |
| 30D | +25.5% | +11.1% | +14.4% | +21.9% |
| 3M | +41.3% | +14.7% | +26.6% | +36.1% |
| 6M | +22.2% | +18.8% | +3.4% | +15.9% |
| YTD | +16.4% | +5.7% | +10.7% | +13.6% |
| 1Y | +38.4% | -8.1% | +46.5% | +40.1% |
| 3Y | +56.2% | +64.0% | -7.8% | +36.4% |
| 5Y | -68.2% | +12.6% | -80.8% | -69.7% |
| 10Y | -48.4% | +373.8% | -422.2% | -65.1% |
| All | +1,277.6% | +609.3% | +668.2% | +621.9% |
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