+2,263.5%
VGT vs SONY
+252.5%
+2,011.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.6% |
| 7D | -0.2% | -2.7% | +2.5% | +0.8% |
| 30D | -0.4% | +1.5% | -2.0% | -1.2% |
| 3M | +4.4% | +13.0% | -8.6% | -1.0% |
| 6M | +32.1% | +11.2% | +20.8% | +25.6% |
| YTD | +28.8% | -6.6% | +35.4% | +30.3% |
| 1Y | +35.3% | -18.1% | +53.5% | +43.4% |
| 3Y | +124.8% | +42.1% | +82.7% | +90.3% |
| 5Y | +137.9% | +11.0% | +126.9% | +118.9% |
| 10Y | +814.2% | +289.2% | +525.1% | +438.5% |
| All | +2,263.5% | +252.5% | +2,011.0% | +1,086.1% |
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