+262.4%
VST vs SONY
+57.9%
+204.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +10.9% |
| 7D | -9.8% | +6.7% | -16.5% | -11.3% |
| 30D | -25.1% | +14.8% | -39.9% | -28.0% |
| 3M | -11.6% | +16.9% | -28.5% | -15.6% |
| 6M | -20.9% | +30.2% | -51.2% | -27.8% |
| YTD | -22.3% | +5.5% | -27.8% | -23.3% |
| 1Y | -32.0% | -4.6% | -27.4% | -30.5% |
| 3Y | +262.4% | +57.2% | +205.2% | +236.3% |
| All | +262.4% | +57.9% | +204.5% | +236.3% |
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