+2,397.0%
VRT vs SONY
+125.3%
+2,271.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -6.0% | -5.8% |
| 7D | -7.7% | -5.8% | -1.9% | -5.2% |
| 30D | -12.0% | -0.4% | -11.6% | -12.1% |
| 3M | -11.7% | +13.3% | -25.0% | -18.7% |
| 6M | -8.1% | +8.5% | -16.6% | -13.5% |
| YTD | +53.2% | -8.1% | +61.4% | +56.9% |
| 1Y | +81.7% | -17.9% | +99.6% | +96.0% |
| 3Y | +535.3% | +41.4% | +493.8% | +412.1% |
| 5Y | +916.4% | +9.3% | +907.1% | +793.8% |
| All | +2,397.0% | +125.3% | +2,271.7% | +1,662.6% |
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 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