+219.8%
VT vs SONY
+376.6%
-156.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +0.4% | +6.1% | -5.7% | -1.8% |
| 30D | -2.6% | +12.2% | -14.8% | -6.6% |
| 3M | -3.2% | +15.3% | -18.6% | -8.2% |
| 6M | +0.9% | +34.3% | -33.3% | -9.9% |
| YTD | +11.3% | +5.7% | +5.6% | +7.8% |
| 1Y | +14.0% | -2.3% | +16.3% | +13.4% |
| 3Y | +75.8% | +67.1% | +8.7% | +39.8% |
| 5Y | +57.8% | +13.0% | +44.8% | +42.4% |
| 10Y | +219.8% | +372.1% | -152.3% | +86.2% |
| All | +219.8% | +376.6% | -156.8% | +86.2% |
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