+789.7%
VFC vs SONY
+543.6%
+246.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.8% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | -11.6% | +9.4% | -21.1% | -13.8% |
| 3M | -18.1% | +10.5% | -28.6% | -20.6% |
| 6M | -27.4% | +11.7% | -39.0% | -30.0% |
| YTD | -24.8% | -4.1% | -20.8% | -24.7% |
| 1Y | -8.2% | -11.8% | +3.6% | -6.1% |
| 3Y | -29.1% | +45.9% | -75.0% | -36.2% |
| 5Y | -79.2% | +16.3% | -95.5% | -80.3% |
| 10Y | -68.1% | +297.6% | -365.7% | -77.5% |
| All | +789.7% | +543.6% | +246.2% | +378.9% |
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