-39.3%
VG vs SONY
+18.4%
-57.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +16.0% | +9.4% | +6.6% | +13.8% |
| 3M | +9.7% | +10.5% | -0.8% | +7.7% |
| 6M | +29.6% | +11.7% | +17.9% | +26.8% |
| YTD | +112.0% | -4.1% | +116.1% | +126.8% |
| 1Y | +12.8% | -11.8% | +24.6% | +30.6% |
| All | -39.3% | +18.4% | -57.7% | -46.2% |
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