+13.8%
VRT vs SONY
-6.4%
+20.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.2% | -15.1% | -12.9% |
| 7D | -15.4% | +2.9% | -18.3% | -15.4% |
| 30D | -19.0% | +10.2% | -29.2% | -19.9% |
| 3M | -23.8% | +16.1% | -39.9% | -25.8% |
| 6M | -37.9% | +32.1% | -70.0% | -44.0% |
| YTD | +27.0% | +1.4% | +25.6% | +28.5% |
| 1Y | +13.8% | -7.0% | +20.8% | +19.2% |
| All | +13.8% | -6.4% | +20.2% | +19.2% |
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 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