+977.6%
VRT vs SONY
+9.6%
+967.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.6% |
| 7D | -8.4% | -2.7% | -5.7% | -7.0% |
| 30D | -10.9% | +1.5% | -12.4% | -12.1% |
| 3M | -13.7% | +13.0% | -26.7% | -22.3% |
| 6M | -4.1% | +11.2% | -15.3% | -13.0% |
| YTD | +58.7% | -6.6% | +65.4% | +62.4% |
| 1Y | +89.6% | -18.1% | +107.7% | +110.9% |
| 3Y | +558.1% | +42.1% | +516.1% | +366.4% |
| All | +977.6% | +9.6% | +967.9% | +764.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling