+19.9%
VGT vs SONY
-6.4%
+26.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | 0.0% |
| 7D | -6.5% | +2.9% | -9.4% | -6.7% |
| 30D | -10.6% | +10.2% | -20.8% | -11.5% |
| 3M | -3.7% | +16.1% | -19.8% | -5.6% |
| 6M | +10.4% | +32.1% | -21.8% | +4.5% |
| YTD | +23.1% | +1.4% | +21.7% | +22.5% |
| 1Y | +19.9% | -7.0% | +26.9% | +22.0% |
| All | +19.9% | -6.4% | +26.3% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling