+644.6%
VRT vs SONY
+40.0%
+604.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.2% | +7.9% | +5.6% |
| 7D | +13.6% | -5.2% | +18.8% | +16.2% |
| 30D | +6.8% | +0.3% | +6.5% | +6.2% |
| 3M | -3.2% | +6.2% | -9.5% | -7.4% |
| 6M | +20.3% | +9.5% | +10.8% | +12.6% |
| YTD | +79.6% | -8.1% | +87.7% | +85.1% |
| 1Y | +139.0% | -17.9% | +156.9% | +161.0% |
| All | +644.6% | +40.0% | +604.6% | +474.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling