+224.6%
VT vs SONY
+364.7%
-140.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.4% |
| 7D | -0.7% | +2.1% | -2.8% | -1.6% |
| 30D | -1.7% | +9.2% | -10.9% | -4.9% |
| 3M | -2.3% | +12.2% | -14.5% | -6.5% |
| 6M | +1.5% | +24.4% | -22.9% | -6.9% |
| YTD | +12.0% | +3.5% | +8.6% | +9.3% |
| 1Y | +12.9% | -9.2% | +22.0% | +15.2% |
| 3Y | +74.9% | +55.6% | +19.3% | +42.9% |
| 5Y | +59.9% | +12.0% | +48.0% | +44.7% |
| 10Y | +224.6% | +363.7% | -139.0% | +90.1% |
| All | +224.6% | +364.7% | -140.1% | +90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling