+2,723.0%
VRT vs SONY
+135.3%
+2,587.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.1% |
| 7D | +9.1% | -1.2% | +10.3% | +9.7% |
| 30D | +0.9% | +9.4% | -8.5% | -3.7% |
| 3M | -13.4% | +10.5% | -23.9% | -18.8% |
| 6M | +11.7% | +11.7% | 0.0% | +3.8% |
| YTD | +73.2% | -4.1% | +77.3% | +73.9% |
| 1Y | +123.4% | -11.8% | +135.2% | +132.5% |
| 3Y | +606.2% | +45.9% | +560.3% | +461.5% |
| 5Y | +899.9% | +16.3% | +883.6% | +757.4% |
| All | +2,723.0% | +135.3% | +2,587.8% | +1,854.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling