-38.0%
VG vs SONY
+13.4%
-51.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.0% |
| 7D | -2.5% | -5.2% | +2.6% | -1.4% |
| 30D | +11.1% | +0.3% | +10.8% | +10.9% |
| 3M | +14.9% | +6.2% | +8.6% | +13.6% |
| 6M | +18.4% | +9.5% | +8.8% | +15.5% |
| YTD | +116.6% | -8.1% | +124.7% | +133.7% |
| 1Y | +9.4% | -17.9% | +27.3% | +29.8% |
| All | -38.0% | +13.4% | -51.4% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling