+47.8%
VMC vs SONY
+9.6%
+38.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.4% |
| 7D | -3.8% | -2.7% | -1.1% | -3.0% |
| 30D | -9.7% | +1.5% | -11.2% | -10.1% |
| 3M | -9.6% | +13.0% | -22.6% | -13.1% |
| 6M | -4.8% | +11.2% | -16.0% | -8.6% |
| YTD | -10.9% | -6.6% | -4.2% | -9.6% |
| 1Y | -15.6% | -18.1% | +2.5% | -11.1% |
| 3Y | +19.3% | +42.1% | -22.8% | +1.5% |
| All | +47.8% | +9.6% | +38.2% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling