-51.4%
VG vs SONY
+30.1%
-81.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.4% |
| 7D | -22.0% | +6.7% | -28.8% | -23.0% |
| 30D | -11.6% | +14.8% | -26.4% | -14.1% |
| 3M | -14.9% | +16.9% | -31.8% | -17.6% |
| 6M | -3.5% | +30.2% | -33.8% | -9.0% |
| YTD | +70.0% | +5.5% | +64.5% | +78.3% |
| 1Y | +50.0% | -4.6% | +54.6% | +68.5% |
| All | -51.4% | +30.1% | -81.5% | -57.7% |
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