+1,934.0%
VRT vs SONY
+159.3%
+1,774.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.3% |
| 7D | +10.5% | +0.3% | +10.2% | +10.3% |
| 30D | -9.3% | +11.1% | -20.4% | -14.8% |
| 3M | -29.6% | +14.7% | -44.2% | -35.1% |
| 6M | -45.4% | +18.8% | -64.1% | -51.3% |
| YTD | +24.8% | +5.7% | +19.1% | +17.9% |
| 1Y | +23.6% | -8.1% | +31.7% | +25.6% |
| 3Y | +379.7% | +64.0% | +315.7% | +255.2% |
| 5Y | +660.3% | +12.6% | +647.7% | +537.6% |
| All | +1,934.0% | +159.3% | +1,774.7% | +1,224.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling