-45.4%
VRT vs SONY
+17.9%
-63.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -2.2% |
| 7D | +10.5% | +0.3% | +10.2% | +10.8% |
| 30D | -9.3% | +11.1% | -20.4% | -0.3% |
| 3M | -29.6% | +14.7% | -44.2% | -21.3% |
| 6M | -45.4% | +18.8% | -64.1% | -30.7% |
| All | -45.4% | +17.9% | -63.3% | -30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling