+7.2%
VNQ vs SONY
+9.6%
-2.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | -2.6% | +1.5% | -4.1% | -3.1% |
| 3M | -2.0% | +13.0% | -15.0% | -5.5% |
| 6M | +4.3% | +11.2% | -6.9% | +0.6% |
| YTD | +9.2% | -6.6% | +15.9% | +10.7% |
| 1Y | +5.6% | -18.1% | +23.7% | +10.9% |
| 3Y | +30.8% | +42.1% | -11.2% | +12.4% |
| All | +7.2% | +9.6% | -2.4% | -4.2% |
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 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