+222.7%
VT vs SONY
+366.0%
-143.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | +2.9% | -3.2% | +6.1% | +4.0% |
| 30D | -2.5% | +9.6% | -12.1% | -5.8% |
| 3M | -3.3% | +13.3% | -16.6% | -7.8% |
| 6M | +1.5% | +20.3% | -18.8% | -5.7% |
| YTD | +11.4% | +4.1% | +7.2% | +8.4% |
| 1Y | +11.9% | -11.9% | +23.8% | +15.6% |
| 3Y | +73.9% | +56.6% | +17.3% | +41.7% |
| 5Y | +57.9% | +10.9% | +47.0% | +43.3% |
| All | +222.7% | +366.0% | -143.3% | +88.5% |
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