+81.7%
VRT vs SONY
-18.6%
+100.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -6.0% | -5.7% |
| 7D | -7.7% | -5.8% | -1.9% | -6.9% |
| 30D | -12.0% | -0.4% | -11.6% | -12.1% |
| 3M | -11.7% | +13.3% | -25.0% | -15.4% |
| 6M | -8.1% | +8.5% | -16.6% | -11.2% |
| YTD | +53.2% | -8.1% | +61.4% | +55.0% |
| 1Y | +81.7% | -17.9% | +99.6% | +91.8% |
| All | +81.7% | -18.6% | +100.2% | +91.8% |
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